Energy metabolism is not a very well understood system in the sense that while the biochemical reactions are well known, their dynamics is highly variable depending on the individual. I find it disturbing that so many people have their own understanding of how their body work, without any sound reasoning behind it. Below I'll try to give some background information to the chemistry of it.
The biochemistry behind it is essentially very complicated and is often over-simplified. The truth is, different parts of the body use different sources for energy. A common example is the brain, which can ONLY use glucose as the energy source.
To argue against @camara90100's post, ATP is NOT an energy source but instead an energy carrier. ATP molecule is carries three phosphate groups as its name suggests. By breaking the these bonds (i.e. ATP -> ADP + P) energy is released which is used in some other reaction in the body. When the body "burns" sugars, or anything else, it uses the energy to synthesize more ATP molecules, or to reverse the original reaction.
Whether or not lactic acid is produced from breaking sugars is dependent on the oxygen supply to the surrounding tissue, if you cannot supply the tissue with enough oxygen a less than optimal reaction will take place where one of the byproducts is lactic acid. Lactic acid build-up in the tissue will ultimately lead to "cramps" as your body is telling you stop what you are doing since your metabolism cannot keep up with the physical activity you put yourself through.
Further more, there is an interplay between simple sugars and complex ones (carbs), as well as between carbs and fat. Excess blood sugar is processed in the liver to produce glycogen which is a long-term-storage of sugars. However glycogen is not the only way to store fuel, evolutionarily we are developed to "store energy" in case food becomes scarce. In that sense it's important to understand that fat is not a undesired trash molecule, but a perfectly healthy part of the metabolism. I recall reading some article on a critical limit on body fat index and normal brain function, where the authors have discussed individuals with extremely low body fat percentage were performing less than average on intellectual tasks.
Long story short, I don't believe that you can "guarantee" that you're burning only fat and no proteins during some training, especially considering that all these reactions I've described (and many more) have different rates on different individuals. Individuals with higher metabolic rates will end up breaking down muscle tissue through physical training instead of building muscle mass if they cannot keep up with the food intake. So I suggest you look over your diet so that you do not consume excess amounts of fat or carbs, and plan your training so that it matches with your own metabolic rate.
PS: Sorry for the long post but I hope it helps people get a better grasp of things.