I'm often asked what burns are since I recommend them. They're the addition of three to four half or quarter reps at the end of a set.
The motion involved is usually only two to three inches. The idea is to maximize the pump before ending the set.
Actually, not every exercise should be concluded with burns. You have to work it out for yourself.
Go by the feel of the movement. Ideal exercises to use burns on are Scott curls, calf raises, chins and dips.