Just to check, it's burrowed after setting up the trap or before not during?
I don't understand the second half of your sentence, but it works like this:
- Pay Activation, card becomes burrowed
- Opponents attack phase declared
- For each creature in sequence it checks to see if the trigger is tripped. If so the effect is dealt to that creature and the trap is unburrowed so doesn't effect any further creature.
- If no creature trips the trap then the trap remains burrowed.
