As long as it's not burning you should be good, I think. And it's happening at the beginning? Sounds natural to me. I'm not an expert like I said though, consult with a teacher.
Just relax thats good it means your doing it right, you just awakened your Kundalini (I hate this word as it implies something intangible and mystical when it's not) welcome brother your learning how to really focus your mind.
(I tried to make this sound as non mumbo jumbo as possible and I'm no expert as everyone experiences this differently)
Thanks brehs, I finished Zen Mind, Beginner's Mind recently and it's helped me more with the overall idea of meditation. Anything else I should read?