Burns, if not treated immediately, can cause your skin to scar. According to Dr Uma Singh (an alternative therapist), there are some natural ways to treat burns and decrease the risk of getting those ugly blemishes on your skin.
Apply a layer of raw honey, Aloe Vera gel or olive oil on the burnt area.
Soak a clean towel with diluted vinegar and apply as a compress.
I would be very cautious about putting any oily substance on a burn. I'm not a medical professional but I was taught in first aid courses that that could seal the heat in, causing the skin to continue to burn (they recommended cold running water instead). I don't know about honey or aloe vera but I certainly wouldn't use olive oil. And I would have thought putting yoghurt on an open wound would be an infection risk.