If something is less dense wont it burn quicker?
Just a question.
I'll just expand on what Skaloop said, if you're interested.
The sun - and, in fact, all main sequence stars, shine ("burn") not due to actual fire, but due to nuclear reactions. In a nuclear reactor on earth, you get a big atom, like uranium, and fire small particles at it until it breaks apart. The breakage fires more particles out in all directions, setting off other breaks and so on.
This is called fission, which means breaking apart. The nuclear reactions that happen in the sun are fusion reactions - which means sticking together. What happens is two small atoms (usually hydrogen or helium) smash together so fast that they actually stick together. When they stick together a tiny bit of mass is actually lost (the final atom is lighter than the combined mass of the two hydrogens, or heliums) and this whizzes of as energy.
Now, in order for this to happen, the atoms have to smash together incredibly hard, because usually when you stick atoms near each other they fly apart. This means that if you just get some hydrogen in a box, it won't suddenly start a nuclear reaction, because the particles aren't moving fast enough.
What happens in a star is that everything is pulled really tightly in on itself. This makes everything whizz around much faster, and so you can actually have a nuclear reaction. The energy release when one nuclear reaction occurs also makes things move faster, so you get a chain reaction.
This is the reason a diffuse, non-dense ball of gas - like the sun before it was actually the sun - doesn't do anything. The atoms just aren't moving fast enough.
As an interesting aside, a really big, heavy star dies very quickly in comparison to a small, light star, because the increased gravity pulls everything tighter, making them move faster, and making them react more.
