A burning desire? (9)
I believe the answer is:
pyromania
'a burning desire?' is the definition.
(desire to burn)
'burning desire?' is the wordplay.
'burning' becomes 'pyro' (I can't justify this - if you can you should believe this answer much more).
'desire?' becomes 'mania' (mania is a kind of desire).
'pyro'+'mania'='PYROMANIA'
Can you help me to learn more?
(Other definitions for pyromania that I've seen before include "Flaming madness!" , "Burning desire" , "Obsession with burning things" , "Pay Marion (anag.)" , "Criminal urge" .)