Burning pain is generally from inflammation of the airways (bronchitis) or the pleura (pleuritis) - the lining tissue around the lung. This is trying to tell you something - it is the "shot across the bow" telling you to stop what you are doing. I would stop smoking immediately if I were you - use a patch if you need to, or ask your doctor for Chantix - it can cause some weird side effects in some people, but it can help you quit. Use an expectorant like Mucinex in case this is something in the airways - it will help clean it out, and use some Advil for a while. After a month or so you will be totally better!
I'd go with the results of the scans, but if you are concerned, why don't you go get an annual physical to make sure everything is OK?
Also, this is a perfect time to give up tobacco.