Hemorrhoid pain?

I have never had hemorrhoids before so I am not sure what is going on. I'm 37 weeks pregnant and I am pooping about 3-4 times a day...its insane!! Well I noticed a very small hemorrhoid a few days ago. It wasn't bothering me so I didn't do anything about it. But I am still pooping like crazy and my butt BURNS!!! I am sooo uncomfortable. It hurts so bad. Do hemorrhoids burn? Or is that from my frequent bowel movements?