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.