the unit should not heat up like that when plugged in. one of the reasons that it would do this is if the batteries were placed in the device backward causing a short in the circuitry that converts the audio signal into a higher dc power signal for the motor. always use the standard non headphone cover and test to see if the unit works before using the headphone adapter.

if the unit does not work with the standard cover the batteries might be in wrong, once it works with the standard cap switch to the music cap and try a source like a mp3 player/PC/ something with a standard headphone jack. the iphones have a bit of a different headphone jack style with an extra set of contacts for the iphone headsets so if the jack does not go fully in may cause a short in the vibrator.