Step 1: Understand idioms.
Idioms are expressions whose meanings are different from the literal meanings of the words used.
Step 2: Interpret the idiom.
``To burn the midnight oil'' refers to staying awake and working late at night, often for study or work.
Step 3: Analyze the options.
The phrase does not literally mean burning oil or causing trouble.
Step 4: Conclusion.
Hence, the correct meaning is to work late into the night.