I always took that as meaning "Burn with desire". Devotion to God and His grace through the Holy Spirit can temper and control many of our lower fleshly desires and help us deal with temptation. And who doesn't need that? Even people within marriage can struggle with it also, not just single people.
However, marriage as well as the single life can both be Holy callings in life.

I agree here with you Jeanie about God's intention that all His creatures bring forth after their own kind (including us). But also, many people out there lead single lay lives, which are also highly pleasing to God and should not be despised either. For various reasons this maybe their particular calling, as others have the married life as theirs. But in either circumstance, Christ intends us to devote ourselves to Him and serve our fellow man. Living a life of chastity and prayer. It can be a sacrifice also. There is the wonderful life of the family. Those who procreate and bring up their children. Hopefully preparing and moulding them for the afterlife. There are different callings for different people.

I believe completely in the reality of Hell and literally too as Christ pointed it out. But there is also such a thing as burning with desire and that is truly what I think was meant here. And lust can be a killer to anybody. It can be better for man that he marry, rather than burn with desire, if that is his calling in life. However, even the single person can struggle with temptations and lust. Because we were all born with the potential to procreate. So the desire for sex is in all of us (unless by some reason it has gone). It is not a bad thing for a person to be attracted to the opposite sex, for if we had no such desire, who would be drawn to seek out a mate and bring forth after their own kind?

I believe sex is a gift from God and I do believe it is a beautiful gift also. But as with any gift, particularly one in which it's soul purpose is for bonding, pleasure/procreation between married couples, is something satan wishes to pervert. It should be respected and used WISELY, according to God's intentions. The desires we have naturally, Satan wishes to pervert and cause them to be in excess. Anyway in which he can encourage a person to do so, benefits him. His purpose as we know is to draw souls away from God and hopefully for eternity.

Satan looks upon God as his ultimate enemy. Because God's interest is in souls, so is Satan's. The more he can pull away from God, the better. And sexual temptation, sins of the flesh, is often a big one that many human beings fall into and one in which I believe Satan focusses on also. As well as greed in other areas of life. Excess, perversion, selfishness, obessions, disobedience, rebellion, laziness etc etc.

Sex itself is not evil, when used according to God's intention. He created our body's to respond and enjoy such intimacy with another human being, for bonding/pleasure/procreation (again within marriage). It's the use/abuse of sex that is the problem.

Just my two cents.