It's a matter of energy transfer. Temperature can be thought of as a measure of the average kinetic energy of the molecules in a substance. When a hot object (like a stove eye) comes into contact with a cooler object (like a human hand), the faster moving molecules in the stove eye bump into (and tranfer some of their kinetic energy into) the molecules in your hand. This causes the molecules in your hand to move faster, creating a rise in the temperature of your hand. This is called thermal conduction.
If molecules in your hand received enough energy, they can be altered. In the case of proteins and enzymes, certain temperature ranges are required for them to retain their functional shape. Heat them up too much and they get "bent out of shape" and lose their function. That's obviously not a good thing for your body. This occurs at relatively lower temperatures than the following effects.
At higher temperatures, the water in your skin may boil. As water boils, it expands greatly in volume. Cells are mostly water, so if the water within them boils, they will burst.
Even higher up, certain substances within your body (such as sugars, fats, and proteins) will begin to burn. Burning a substance greatly alters its chemical structure. When you burn an organic substance, you typically get water vapor and carbon dioxide (among other gases) as a by-product. A human being obviously cannot survive in the form of gas.
So in conclusion, high temperatures cause injury by altering the chemicals in your body, either by changing their shape (like enzymes) changing their phase (like water), or changing their composition (like carbohydrates and lipids).
It's also possible that certain connective substances in your tissues like collagen might be melted by high temperatures, but I'm less sure of this.
- Supercryptid - 4th Mar 09