RE: Burning ur arrow shaft.
Are you talking aluminum or carbons, if aluminum, no, you can heat them and spin your inserts however it's not necessary to align your veins with your blades. That means nothing.
If your talking carbon, no you do not want to heat the carbon arrow itself. Applying heat to it can and will damage the arrow. Again, aligning the blades mean nothing.
More importantly is to have a true center alignment for the insert, ie no broadhead wobble.
edit: lol same time as mobow.