A burst starts in an origin square and extends in all directions to a specified number of squares from the origin square.
For example, the cleric power flame strike is a burst 2 within 10 squares of you, which means the power originates in a square up to 10 squares away from you and affects the origin square and every square within 2 squares of it (a 5-square-by-5-square area).
Unless a power description notes otherwise, a close burst you create does not affect you. However, an area burst you create does affect you. A burst affects a target only if there is line of effect from the burst’s origin square to the target.
Published in Player's Handbook, page(s) 272.