It's a quite normal phenomenon while rubbing your eyes. The most possible reason is your eyes probably get infected, because there is some dust or eyelashes in your eyes. First of all, stop rubbing your eyes. Then check out whether there are something in your eyes, and you can do this on your own with a mirror. Next, let the foreign matters out of your eyes if there is, then you will be fine. If there's nothing in your eyes or burning is still exist, use some teardrops to relieve the feeling or put a tea bag on your eyes. All in all, no matter what is the reason, do not rub your eyes. Because rubbing the eyes too hard will give your eyes a heavy strain, which can break capillaries and make blood clots form, or even give rise to to detached retina.