Throat tense and burning after singing warm ups

I sang along with the beginner's course day 2 by Jonathan Estebrooks. When I do the humming (before lip trill), I feel a kind of concentrated pain and burning sensation in my throat near the Adam's Apple(not at the Adam's Apple, in the throat but it is near to the Apple). After that I felt my throat became sore and the throat also became tighter. What is happening?

You don't want to feel any type of burning sensation coming from your throat. The lip trill exercise teaches your vocal chords and diaphram how to work together.  Most of the work should be come from engaging your diaphragm. If your vocal chords are burning then you could straining or tightening/straining your neck(Vocal area)when your doing the exercise. 

Hey, Tan! I recommend you try an open-mouthed hum instead of closed. That can be either an NN or NG (instead of MM). I especially like the NG for taking pressure off of the larynx. And Jim is right - we don't want pain or burning when we sing, and the lip trill is a great exercise to train your voice in a relaxed way.