Don't see your insurance listed? Find more doctors like this that take your insurance.
So you are sucking a lot of cold dry air into your throat and lungs which drys out the natural mucuses that exists there, and causes temporary inflammation and pain. This results in that burning sensation you feel in your throat/chest/lungs, which may or may not be accompanied by wheezing and coughing. It can be quite painful and quite distressing, but usually, it should subside within, hmm, about 15-20 mins after you stop exercising.
Get medical attention as soon as possible so that you can get medication to slow the spread of this virus as it can cause scarring and blindness if it goes unchecked. Damage to the lungs can also cause sudden, sharp pain or a tight feeling in the chest. Pleurisy or swelling of the lining of the lungs may cause this pain to appear. This pain will be significantly more pronounced when you cough or try to take a deep breath.