It depends. Great hash you really shouldn't have to burn, but regular hash you just burn a tiny part (if it's cube or rectangular shaped then just one corner) for a second or two, and then using the thumb and index finger of one hand you just kinda break it off and crumble it into your joint or bowl or whatever. You want it to be as much like dust as possible so that when you smoke it more surface area is exposed to the flame.

The only problem is that this wastes sooo much 'cause you're burning it before you even smoke it, so i'd recommend just getting a grinder that can grind hash. Have a look at the grinders at EveryoneDoesIT.com.