Burning eyes is one of the common problems. Don't worry. It can be caused by being exposed to indoor heating or dry air. You can use some artificial tears to relieve the symptoms. If the wind is so heavy or there are some small sand go into your eyes, your eyes will feel itching and burning. Burning is not an eye disease.
It may be a sign of seasonal allergies. I think if you are suffering from this, you can hardly avoid this, because there are so many pollens outside, you can hardly find a place to avoid theses allergies. Airborne contaminants and smoking can cause burning eyes too. But you can avoid touching dust to prevent getting burning eyes.