A reflex action occurs very quickly, and does not involve the brain. The stimulus (e.g. a flame) is sensed by the receptor (the skin). The sensory neurone attached to the receptor sends an impulse to the relay neurone, which in turn sends an impulse to the motor neurone. The motor neurone sends impulses to the effector (e.g. a muscle), and so in this example, the muscles in your arm would move your hand away from the flame.