There is no way to literally burn IOTA in such a way that the total supply is reduced. The only thing you can do is send IOTA to an inaccessible address.
You have two options:
1) Generate a seed, put it into the wallet, create an address, and send the IOTA to that address. Do not save the seed anywhere, then close. You will never be able to access these IOTA again.
2) Make up a random address. Send the IOTA to that address. There is an extremely slim chance that this address belongs to someone else, but the chances are extremely low. The IOTA will go to that address and there is no real way for someone to backwards engineer access to it.