Does ATmega328 on Uno need to be burned?
If you bought an Arduino Uno the bootloader comes pre-programmed.

"The ATmega328 on the Uno comes preprogrammed with a bootloader that allows you to upload new code to it without the use of an external hardware programmer. It communicates using the original STK500 protocol (reference, C header files)." - from the oficial page.

Might want to take a look at this discussion if you're confused.