Why do you not get burned when you move your finger (quickly) over a candle flame? When we move a finger quickly over/through a candle flame, why doesn't it get burned?
http://en.wikipedia.org/wiki/Fire
 A: What happens when you place your finger in a flame is that energy is transferred from a hot gas to the mass of your finger. This transfer of energy takes time. 
I guess this transfer is primarily through thermal conduction but the arguments probably apply for radiated energy too.
The time it takes to transfer a given amount of energy into a given volume of matter is, I think, a property we call the thermal conductivity of the material. But I suspect that's just a recognition that a transfer of energy doesn't happen instantaneously. the rate at which energy is transferred also depends on a property we describe as the initial temperature difference between, in this case, the hot gas and the finger.
The effect of this energy on the temperature of that volume of matter is what we call the thermal capacity of the substance. For example, you have to add 4200 Joules of energy to a kilogram of water to raise it's temperature by 1 Kelvin (1 C). 
Once the finger's temperature rises above a certain limit, it will cause a chemical process that changes the chemical structure of the matter in your finger and breaks down it's structure - i.e. burning.
This is also why your kettle takes several minutes to boil a litre of water. The water has to be held over the heating element for sufficient time for enough energy to be conducted from the heating element into the water to raise it's temperature enough that there begins a phase-change from liquid to gas.
To char 1cc of finger takes a certain amount of energy, a fast moving finger doesn't leave the finger inside hot gas long enough for that amount of energy to be transferred.
