Hi JJ and welcome.
This is a fairly common anxiety symptom. I have had the burning sensation in my face before, and it is uncomfortable, and frightening at first.
Accepting that it is just part of how your anxiety manifests itself will go along way in helping. Here is a link that you can check out. You will see this listed a couple of times as an anxiety symptom.
Lowering your overall stress levels should help. If you need some good anxiety management ideas, you should look in our Resource Guide (main page, 1st post) for awesome self-help techniques that you can get started on right away.
Keep posting here with us as well. We understand and are here to help.
Talk to you soon,
"Courage is not the abscence of fear, it is feeling afraid and doing it anyway!"
"Worrying does not empty tomorrow of its troubles...it empties today of its strength."
Corrie Ten Boom
Panic Syndrome recovery due to CBT