I actually work for a shoe company and I work in the production division so I know a ton about these types of shoes! We are actually developing a brand of them right now. Anyway the differences in them all are virtually very little. They are all based on the idea that you will "rock" back and forth and will be working your hamstrings, calves and core. They are suppose to add a bit of intensity to walking. You should buy a pair that you find comfortable. you should begin using them for only a few minutes a few times a week. you need to work up to a full workout in them. If not then yes they will "burn" you, also you could hurt yourself. I think the best kind are the ones that only have a slight rocker bottom. The MBT brand is a very steep rock and personally I think it's to much.
Beware though, they are more of a "gimick" than true exercise. You wont get thin or beautiful legs by using them alone.