Burse attended St. Xavier High School in Louisville, Kentucky, and played college soccer at The Ohio State University. His 162 career saves and 1.11 goals-against average has left him as one of OSU's best goalkeepers to date. In high school Burse was named an All-American playing as a forward.
In 2005 Burse also played for Chicago Fire Premier in the USL Premier Development League, finishing the year with an impressive 0.68 goals-against average.
Burse was drafted in the third round of the 2006 MLS Superdraft and played on the F.C. Dallas reserve squad. During the 2006 season for FC Dallas, Burse made no first team starts, but was regular on the reserve squad. Burse made his professional debut in Dallas' 1-1 draw with C.D. Guadalajara in the opening match of the SuperLiga on July 24, 2007. He made his first MLS league appearance in a 1-0 win against Colorado Rapids on August 4, 2007. In 2008 he was loaned out to the Portland Timbers of the USL First Division. He returned to Dallas on June 4, 2008 after starting in ten games and recording six clean sheets. He made his first of two starts on June 1, 2008 in a 2-1 loss against the Colorado Rapids. Ray served as the backup goalie in 20 regular season games for FC Dallas during the 2008 MLS regular season.