personally I've seen burn in happen on all screens including LCD monitors, (which I didn't really think was possible, but it's definiltly happened).
TBH though, I really wouldn't worry about it, I mean it's completly inluikly that you'll be playing for enough time to permenantly burn the screen like an old CRT. (days at a time without rest).
and if you are then you have bigger problems than just screen burn!!