how to burn the bootloader of an arduino pro mini ?

Try to use this tutorial as a guide:
http://pdp11.byethost12.com/AVR/ArduinoAsProgrammer.htm
You can burn a bootloader or any other hex code. It simply does not matter.

You have to connect the two boards, programmer and target, like this:
Arduino Uno programmer ---->---- target Arduino pro mini 3.3V
SS -->-- RESET
MOSI -->-- MOSI
MISO -->-- MISO
SCK -->-- SCK

You also need a 5V <---> 3.3V convertor on the four ISP lines between your 5V Arduino Uno programmer and your 3.3 V target Arduino Pro Mini.