As a new mum, you may believe that you need to burp your baby every time you feed him or her. However, different babies have different needs as far as winds go, some may swallow less air, or be less uncomfortable, and it may be that your baby is simply sleepy.
If you try to put a baby who has wind down to sleep, he or she may sleep for a short time, but will generally wake up in a few minutes and need to be burped. He or she is more likely to co-operate this way though.
Once your baby has been burped once (usually after he or she has fed on the first breast, and when you change his or her nappy before switching to the other one) then he or she probably will not need to be burped again. It is best to allow your child to sleep, and only try to burp him or her if you can see that it is necessary.