Plasma screens don't burn in the same way that CRTs do, but they do have an effect that is similar. Basicially if an area of the screen dosen't change over time, but the rest does, it causes uneven wear to some component. It can easially be undone by displaying the same color over the entire screen for a while.

This is all going off what I remember offhand from the Plasma FAQ on AVSForums.com.