When Peter Parker goes into the burning building to save that little girl, he walks around and you can see fire all around him, and you see his face and it's sweaty. He walks over to the door and just opens the handle like it's not even hot.
Almost all heroes are invincible when it comes to heat. They may get sweaty, yes, but they can walk through flames and stuff. It's a hero thing.
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Jeremy writes:
Very good point Roland. However, if you were paying attention to the plot, you would know that Peter (at this point in the movie) has lost his powers, therefore his hand would probably melt like BUDDA!!!