^ I have black tar only here in California and I never heated it. It can take up to 20 minutes to dissolve in cold water. Just leave it there and check back on it. If you're in a hurry then you can mix it to make it break down faster.
Heroin is soluble in water though and by heating it you can make all the cut that's normally insoluble break down and become soluble. So you end up injecting that stuff whereas if you inject cold that stuff won't go through the filter.
OP, just because you register doesn't mean the needle can't slip out. I think you're not holding your hand steady enough. Also, sometimes you're just barely in the vein so you'll register but the tiniest movement and you slip out but there's no way to tell. What I would do was inject 1/3 of the shot, re-register, inject 1/3, re-register, inject the last 1/3. It's a hassle, but trust me, it's worth it. Also, make sure you get ever last bit out of the syringe before pulling it out. If you pull out in a hurry the needle can still be dripping a little when you take it out of your vein and through the skin before it touches air and that can burn.
And I agree with Swimmingdancer, some stuff just burns. But 80% of the time it's user error.