I am originally from FLorida also and now live on the Western side of the US. I use white powder too but more frequently (since it is all you can get locally on this side of the US) I use BTH or the brown powder that is BTH just powdered out. I never, ever, ever heat a shot with any of those kinds, not even once.
Everyone above is correct, the active ingredient you want (H) is completely and easily soluble in cold water. If it is BTH I just take the plunger of clean syringe and not only stir it vigorously as suggested I also use that to squish it up really well. You may still have some small peices of stuff in the water but the heroin has dissolved out of this..what you have left is the "junk", the cut. By heating the shot you are melting down all the really bad stuff that you dont want to inject in your body and allowing it to be in a form that passes right through your filter and into you. This is especially true if you have not allowed it to cool 110% before you run it through a filter, which is obviously a possibility since you think they may still be too warm. At least if it is cooled down completely before you put it through a filter then some of it is solidifying back and will get caught in the filter. Another thing is, it is absolutely terrible for your veins for you to be putting a solution in there that is not 100% cool, you will do all kinds of horrible damage to your veins very quickly. In the immediate time, you are causing a lot of inflammation in them (and you will actually burn them just like you can your skin which is bad news) and a lot of scarring in them in the long term.
I also use a 22 micron filter each and every time I shoot BTH. Even after running the solution through a cotton filter twice you should see all the "gook" and junk that gets in the micron filter..makes me cringe to think about all of that stuff going into your body...I know that so many find it a pain in the ass to obtain and use micron filters but if they could see what all is in mine from BTH and still cared even a tiny bit about their health and their body they would never do it without it again. You can get them on the internet, some needle exchanges have them I beleive also. I just bought a box on Amazon for very cheap.
As far as the burning, even though you can see that your are still in the vein you may have poke a hole in the vein on the other side causing some solution to leak, or even just a little movement of the needle can cause damage around the site (inside, where the needle is entering the vein) allowing some solution to leak out there. IME, it is usually something like that. You may also just be really sensitive to it and just the little amount that is on the needle could be causing you some pain. I sometimes also get pretty bad histamine reactions (and not just from H but mosquito bites cause the exact same reaction in me..Im just really sensitive) at the site of injection but also all the way up the vein. Along the path of the vein will sometimes get that puffiness and a lot of redness. The itching is so intense for a few moments for me that it is actually painful..so I guess it could be something like that.
Sorry for the long rant..just had gotten done explaining almost same thing to a friend in real life which is probably what caused me to go on and on here. Some people are just so hard headed...but once I showed her the micron filter with all that nastiness in it I think I finally got through just a little.
Oh and also, just remember that pain in your body is almost always an indication that you are doing some type of damage or harming it. Please heed that and just be as careful as possible. One or two times of it probably (maybe) wont result in any long term consequences, but continued use most definitely will.