The burning sensation is quite normal during the phase that your skin is adjusting to BP. Have you upped the dose to the full amount or are you still using less than recommended? Just gauge how your skin is looking and feeling. Redness is perfectly normal but severely red in parts of your face usually means that you've upped the dose too quickly and you've chemically burnt your skin. If this is the case, give yourself a break from BP for one day (slap on heaps of moisturiser) and then start again with the BP but slightly less.
If your face is just red (not severely red) then I'm afraid that the burning sensation is just par for the course, and it will eventually fade away once your face is fully adjusted to the BP.
Keep with it, and hopefully in a couple of weeks the burning sensation will have decreased or gone away full.
After remaining clear for around 1.5 years following DKR (The Regimen), in March 2013 I decided to change to Epiduo. I use a pea size amount of epiduo each night, followed by a layer of topical antibiotic (Eryacne). I also apply Eryacne every morning and moisturise twice a day. After switching to Epiduo from the regimen I found that it took a good 3 months to get back to being perfectly clear again and now I might get one small pimple appear per month. I can live with that
I started following Dan's Regimen in September 2011 after suffering with acne for 20 years or so. I followed the Regimen instructions exactly and became 100% clear within 9-11 weeks. In December 2011 and after being consistently clear for over a month, I started to slowly reduce the amount of BP I used until I was only applying BP at night. My skin still remained clear however I sometimes switched to applying BP twice a day for a few days (perhaps once a month) if I felt a few under skin bumps starting to come up. I used acne.org products (including AHA and jojoba oil) and sometimes cetaphil moisturiser at night if I felt my skin was especially dry. In the gallery I show my week by week progress following the regimen.