seriously was at hospital 6 weeks ago with my DS2 who'd got a nasty burn on his hand from boiling hot jam - don't ask how!
but they told me the best thing to do is to keep in cold water as long as possible and then wrap in a damp cloth and cling film for as long as possible.
if it gets worse/throbs do see a nurse as they've got a special dressing which they put on which should stop infection and help it heal.