What does the burn look like? If the skin is broken or blistered, I would make an appointement with a herp vet ASAP. If it is just red, you can apply an antibiotic ointment and keep him on paper towels.
Either case, I would recommend that you invest in a thermostat or at least a rheostat and a decent digital thermometer in insure that this doesn't happen again. An UTH should never get hot enough to burn your snake.
I think my BP got burned from its UTH (some how) , how do i go about treating it ? should I just wait until it sheds again ?
Do you use a thermostat? How do you measure your temps?
Any heating device should always be used with a thermostat to allow you to maintain proper temps (90-94 on the warm side) and avoid overheating that can lead to severe burns and/or death.
You also need a digital thermometer (not dial or stick) to monitor your temps
I would recommend you switch your substrate to paper towel, clean the burn with betadine and apply neosporin or walmart antibiotic ointment (Make sure it does not contain pain killer)
If you judge it necessary depending on the extent of the burn or if you have doubts make an appointment to an herp vet here is how to find one in your area http://www.arav.org/USMembers.htm