Assuming "work.tif" does not already exist...
You will get that error if you are trying to rasterize into an output raster that doesn't exist.
C:\Temp>dir /b work.tif
File Not Found
C:\Temp>gdal_rasterize -b 1 -burn 0 file.shp work.tif
ERROR 10: Pointer 'hDS' is NULL in 'GDALGetProjectionRef'.
Warning 1: The input vector layer has a SRS, but the output raster dataset SRS is unknown.
Ensure output raster dataset has the same SRS, otherwise results might be incorrect.
If you want GDAL to create your output raster for you, you need to specify the output extent and pixel size.
You will also need to either change your burn value from 0 (as that's the default background/initial value) or change the background/initial value from 0 to something else.
ogrinfo -so file.shp file
INFO: Open of `file.shp'
using driver `ESRI Shapefile' successful.
Layer name: file
Feature Count: 3
Extent: (-107.098004, 41.168652) - (-104.171267, 44.190567)
Layer SRS WKT:
OID_: Integer (9.0)
gdal_rasterize -te -107.2, 41.0, -104.1, 44.2 -tr 0.01 0.01 -burn 255 file.shp work.tif
gdal_rasterize -te -107.2, 41.0, -104.1, 44.2 -tr 0.01 0.01 -burn 0 -init 255 file.shp work.tif