If you have VH1 Classic, there is a show called The Music Video Exposed. The director of "Burning Up", Steve Barron, said when M was laying in the boat on the lake, they were filming from above her using a "massive" crane. The shot wasn't lined up correctly, so when they extended the arm out until they were directly over her, the wheels of the apparatus behind them lifted off the ground, and the whole thing started to tip over. He said if they had extended the arm out even an inch or two further, the crane would have fallen on her and she "definitely would have died".
Source: Madonna Serbia