Never BURN a Ouija Board. This does NOT solve the problems you are having. burning the board will anger the spirits and they will still follow you.  

Here are a couple of the safest ways:  
1 - Leave it on a churches steps. The bishop will rid of it properly or you can do it yourself:
2 - rip into 7 pieces, sprinkle with holy water and say a prayer.
3 - give away to someone for FREE Never sell a ouija board.
Just do not BURN it.