Thin gloves and face masks, sold in flyfishing shops, are another option that won't land you a modeling job in GQ, but will save your skin from burning. Cool, wet compresses offer a temporary respite from sunburn pain. Anesthetic sprays do, too. The only difference with the latter is you have to pay for the relief, and it doesn't last much longer. Mentholated aloe vera lotions work better, as do anti-inflammatories such as Motrin or Advil.
Heat exhaustion is the most common form of heat illness.
It is caused by the depletion of the body's salt or water through exertion. Symptoms include nausea, headache, weakness, confusion, chills, faintness, and rapid pulse. Victims often have cool, clammy skin. I once helped resuscitate a victim of heat exhaustion who had collapsed while hunting Hungarian partridge in Montana, which is only notable because the state is not known for high heat, especially in September. You don't have to be in the tropics to suffer.