Bleaching does burn. Words can not describe the relief you feel when they rinse that crap out of your hair.
Of course, how much it burns depends on how strong the bleach is. Where I usually go, and in general, actually, they use a 3%, but last time the guy used a 9% on me, and that hurt like hell. The result is excactly the same, though, so why he did that is beyond me.
And thank you, Xenon. :3