Diva Girl,
I would suggest you have it looked at by a doctor. It could be a second degree burn, which would require special treatment. It's probably not 3rd degree, or you wouldn't feel pain, as the nerve endings would be damaged.
Most burns will ooze somewhat...if the liquid coming out is clear, it's probably not infected, and the neosporin is good to keep it from becoming infected.
I'm not a nurse or a doctor, but I can tell you what I would do, and that would be to keep using the neosporin and keep it LOOSELY covered until it stops oozing...this will keep dirt and germs from getting in to the raw skin. Once it stops oozing and has a good scab, the scab will keep dirt/germs out. The trick here is to cover it very loosely...no tight bandages. Maybe a double layer of gauze layed over it lightly and taped on only two sides with adhesive...make sure some air can get in under the bandage.
Also, you might want to take the bandage off when you're just hanging around the house but not doing any housework (like when you watch TV in the evening, if you do)...that way it'll get some air, which will help it dry out and form a good scab.
Incidentally, next time you burn yourself, immediately run cold water over it...that takes the heat out of a burn and can help prevent it from blistering. Don't use ice, as that can actually do further damage to the skin...just very cold water.
Good luck!
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Treating a burn 
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