Ok, burns really suck, and you can't do much to make them stop hurting.
You should basically just protect it to make sure it doesn't get infected. To at least help the pain try putting on some burn or aloe cream if you have any. I've heard even lotion helps because it counteracts the extreme dryness of the burnt skin. If needed you can also apply ice.
Since you are saying it hurts that tells me it isn't a 3rd degree burn. You haven't provided much info so I'm not sure if its 1st or 2nd degree. Either way the pain should go away in a few hours. If its second degree their may be a bit of scarring but its probably just 1st, the most common burn when you quickly touch something hot.