And LCD monitors don't have a screen burn problem.
Technically true. With LCD's, it's called "screen persistence" and is caused by a different mechanism.
http://compreviews.about.com/od/moni.../LCDBurnIn.htm
As it so happens, I have two identical Viewsonic 19" monitors, one of which displays this problem and the other one does not. Overall, the problem is not as serious as CRT burn-in since it can be corrected relatively easily but it is definitely annoying.