I have heard the screen burn in problem many times before, but never actually have seen it. Then again, my only experience is with rear proejction CRT's. We had one at my house through my playstation days, played for hours on end, no problems. Same with my friends tv, he is constantly playing football, no problems.
Now I know know they warn about burn in w/ CRT's too....and my opinion is you have to leave something on for a LONG time before any problems happen. I dont know if an LCD is any more sensitive (i doubt it though, look at computer monitors that have desktops up w/ the same icons for hours on end)