"My heart burns and burns,
It burns like a fire,
But it never burns out just like sun,
It burns and burns,
My own heart, it's so stubborn,
It never listens to me,"

You said the word " Burn " alot, its good it gets the word into the readers minds and forces it in there for them to remember. Advice: You can use the same word over and over for readers to remember BUT you can also use different words that have the same meaning.

"Somehow always my own heart deceives me,
My own heart, it's my greatest enemy,
It always ends up getting hurt,
It burns and burns, my heart burns away,
When i think about you,"

I felt the same way once before, the very thought of an ex would cause pain. But over time the pain goes away and whats left(for me) was hate. which is a lot better than pain in my own opinion.

"But it never burns out just like sun.
It continues the punishment,
When will it end?
When will it burn out?
It continues to hurt,"

I like the fact that your questioning readers, that your talking to them. Thats always a good thing in poetry.

"Your memories, they paralyze me with pain,
My whole body becomes numb,
But my damn heart continues to burn,
It burns like a fire,
But it never burns out just like sun. "

Again many will be able to relate to this, it was a powerful ending. Good work =D