The £500,000 summer signing from Wolves made an impact by netting the winner in Saturday's 1-0 home win over Billy Davies' side.
The Scottish frontman, 32, has no regrets about leaving the Premier League behind, saying: "I had a chat with Wolves boss Mick McCarthy at the end of last season and told him I needed to play more football.
"I just want to play, score goals and experience success.
"The opportunity came up to talk to Burnley and I didn't really think too long about it. It was a fantastic opportunity."