The type of gas in a burp depends on how the gas got into your body. If you're burping because you just drank something carbonated, your burp is made of carbon dioxide. If your burp is caused by swallowing the air around you, it is a mix of nitrogen and oxygen.
There are a few ways to cut down on burping. Eating and speaking slowly rather than rushing allows less air into the body. Tension and anxiety can also cause you to swallow air, so relaxing a little can actually help you burp less. Chewing your food thoroughly and avoiding soda and cigarettes lessens burping, too.