Mystery Rocks

No, that is not a sentence. I still have no job, so I have no excuse to keep me from getting some exercise. One day I found these odd rocks in the woods, where some gravel had been dumped.
They are roughly conical, but some have a more triangular shape, but one side is rounded. When broken, it is not crystalline, but a fine grain. It looks like quartz, but it can be scratched with a sharp knife. It will burn, but not melt. There is no smell when it burns, but there is a black soot above the flame. See more pictures:
http://www.flickr.com/photos/durvin/sets/72157601824875474/
What are they?