Burden originally had his eyes set on making a career as a professional footballer, but a badly broken leg curtailed this ambition. He spent a couple of seasons at Arsenal F.C. as a schoolboy apprentice, but was with Swindon Town F.C. at the time of the injury. Burden soon showed he was well above average at snooker and qualified for the World Championship in 1998. He gave Tony Drago a run for his money before losing 8–10.