I find the mental thing to be true. I burned right behind my thumb the other day, and it was a slow night, and all I thought about all night was the burn...and sure enough, it was blistering later on...and I almost never blister when I burn myself. Also, I almost NEVER put ice or cold water on a burn, it may stop the pain, but it will come back as soon as the ice comes off. Just suck it up, and the pain will go away (unless it was a really bad burn).
I dont burn myself as often at my new job as I did at my old...between splattering fry pans, flames burning the hair off the forearms, and the muffin tins buring lines all up and down my arms, I was always a mess. I had an awesome bunch of scars that look exactly like a ***** on my arm...It's too faded now though :D.