Abu Dawud Book 8, Hadith Number 2667.

Narated By Hamzah al-Aslami : The Apostle of Allah (PBUH) appointed him commander over a detachment. He said: I went out along with it. He (the Prophet) said: If you find so-and-so, burn him with the fire. I then turned away, and he called me. So I returned to him, and he said: If you find so-and-so, kill him, and do not burn him, for no one punishes with fire except the Lord of the fire.