Have you heard about the pastor in Florida who's promoting the 'Burn a Koran Day' this week? The only book-burning I am aware of in the New Testament happened in Acts 19. It was actually the owners of the books who did the burning, not someone wanting to burn books on their behalf. When we effectively introduce people to Christ who have been caught up in false religions, they will dispose of the trappings of their former life as the Holy Spirit leads them. Until that happens, I doubt burning the books they believe in will be that effective in leading them to Christ.
Interestingly enough, Paul appealed to the people in Athens sense of religion even though they worshiped pagan gods. Instead of pulling down their idols or burning their religious books, he made the point that despite their religious fervor, God was still unknown to them. However they could know Him if they would truly seek after Him.
I'm no fan of the Koran - It is a misleading religious book that many interpret in ways that are dangerous and harmful. Islam is responsible for leading millions into an eternity separated from God. However, the way to combat the effects of a false religion is not to pile up copies of the Koran and burn them. If we just take the time to point out the things missing in a false religion like Islam and then show the Muslim that what is missing in his religion can only really be found in Christ, he will be much more likely to receive Jesus as his savior. Then he can do some book-burning of his own!