Without thinking, your hand will jump back seemingly of it's own accord. But be ye warned, that arrrrrr not how your piratey senses work. Nay, your body is a brilliant work of art that is concisely constructed to respond exactly that way to the offending painish sensations your sweet, tender little fingers might have unknowingly happened upon.
Sensory information is processed at the level of the spinal cord--that sensation of "dang my finger is burning" is taken care of and the problem eliminated before your brain has a chance to realize what is going on.
How in the! you ask?
The answer? Monosynaptic reflex arc. There is no interneuron in the pathway leading to contraction of the muscle. Instead, the bipolar sensory neuron synapses directly on a motor neuron in the spinal cord.
This may explain why some people live their entire lives without ever using their brains once.
Bad drivers, slow check-writers in line before us at the store, people who make the dumbest movies ever and call them "Riding Hood" or "How to Lose a Guy in 10 Days", these people are operating utilizing only their monosynaptic reflex arcs and not ever filtering what they're doing through their brains.