This sounds like a nerve root or disc problem coming from your back irritating the nerve to this area.
Because you still have sensation to the pelvic area and are able to pass urine then it is not a medical emergency however should numbness develop in the pelvis then you will need to go straight to ER.
However your problem will still need to be seen and evaluated by a doctor. It may be that you have a prolapsed disc which is putting pressure on a nerve. If this is the case then treatment is usually symptomatic and can take many weeks to heal.
Another problem which may cause the burning sensation would be a viral infection of the nerve causing shingles (Varicella Zoster), this would result in development of a painful, blistering rash and would require antiviral treatment as soon as possible, This will also take several weeks to settle with treatment.
Finally we must not rule out possible bacterial infection
leading to heat, swelling, redness in the area. This is treated by antibiotics.
So unfortunately we cannot be more specific with observation and examination, so you will need to see your family doctor.
Does this help?