When a Pimp takes his Ciggarete/Cigar and pushes the lit end of the object into the Prostitutes skin. This is generally done on the hand and is used to punish a Prostitute, generally when they don't "Have his money"
Prostitute: A'yo Daddy whats up!
Pimp: Wheres my money?
Prostitute: I aint got it, You got a problem with that?
Pimp: I'm gonna Pimp Burn the shit out of you woman.