Topic for discussion... I'm generally poor at using an appropriate amount of oil when cooking. If you use too little oil, the food tends to burn (not brown) and generally doesn't cook as well or as fast. On the other end if you use too much oil the food ends up greasy. I tend to err on the side of too much oil, but I'd love to be schooled on how better to proportion the amount of oil I need in a pan when cooking something down.
It's not just the fat, it's also the heat. Know what you're cooking and how. Some things will burn no matter what if the heat is too high, and some will get greasy if the heat isn't high enough.
You can also get soggy/greasy food if there's too much food in the pan, or if it's a very wet food like mushrooms or a protein that wasn't pat dry first. Liquid is your enemy; it will generate steam which will make everything go wrong.
If you're using a small amount of oil and the food burns, your heat is likely too high. Very high heat is usually used for quick cooks like a stir fry, or to finish off a sauce. Try lowering your heat.
It'd help to know more about what you're cooking and what your results have been. Then we can nitpick at you. :-)
I second this. It's a balance of heat and amount of oil. Crowding the pan cools it down so it doesn't have enough energy to quickly cook off the water that's in the food, leading it to steam rather than fry.
On the other end, your oil shouldn't be so hot it's smoking.
My typical method is to preheat a dry pan on med or mid-high heat, depending on the level of sear I want. Once it feels reasonably hot when I hold my hand over, I add enough oil to swirl around and thinly coat the bottom of the pan. Usually you don't want more than that unless you're planning on shallow frying. You can always add more if things are looking a little dry. The oil will heat pretty quickly in that thin layer, so you can add your food right after you've swirled the oil. It's usually just beginning to smoke for me. Again, don't overload the pan, you should hear a good sizzle as your food goes in, if it starts to cool a bit too much, bump up the heat briefly to bring it back to where you want it. Cook to your desired doneness and you should end up with nice, non-greasy, non-burned food.