Hi,
How long has this been going on? If it's not for many, many months most docs wait awhile unless you have neuro deterioration. As you can tell, I have it too and I've seen nearly everyone for this. I can say that there are Lidoderm patches that help a bit. It's a large gel pad with lidocaine that you wear for 12 hours a day and it helps quite a bit with the burning. I pretty much used a TENS unit around the clock for a few months and got decent luck with it. Are you on any meds?
Good luck,
Gwynne