The boiling point of water is 100 degrees Celsius. At this temperature the water will begin to change from the liquid state to the gas state. In order for this change to take place, additional energy is required. In fact, every gram of liquid water requires 540 calories of heat energy just to convert it to steam. This is called the Heat of Vaporization. During the conversion process, temperature does not increase. It is, therefore, possible to have both liquid water and steam that exist at 100 degrees Celsius. While they both would exist at the same temperature, the steam would have a lot more heat energy due to the additional 540 calories per gram of heat energy that has been absorbed.
This is why steam burns are worse than the water burns.