Newbie question about muscle burn.

[bishonen]

I have tried squats with weights, using a barbell across my shoulders, however I think I must be doing something wrong as I seem to put a lot of pressure on the back of my neck and sometimes end up with a stiff neck/headache.

It sounds to me like you're balancing the bar on your neck rather than your back and shoulders. I did the same thing when I was just starting to squat, and the headaches and neck pain - which would continue for days - just about made me quit. Since I corrected my form, I haven't had a problem. No need for a pad.

Try just standing with a bare bar and practice finding the right spot. The bar should be balanced across the back of your delts and your upper back (traps) rather than your neck.

Also try looking up, rather than forward while you squat. It helps keep your back arched and it's harder to keep the bar on your neck when it's not flat.