The absolute minimum duration of tone bursts is limited by mathematical (physical) limitations and more importantly, your hardware.
Mathematically, the minimum duration will depend on the frequency, as one period is the minimum time necessary to mathematically define a particular frequency. For example, to complete one period of a 100 Hz tone, at least 10 ms is needed. For a 10 kHz tone 0.1 ms is enough.
Regarding the hardware limitations - presenting a short tone burst may result in frequency splatter. This phenomenon is hardware-dependent and even the most expensive speaker systems are subject to this effect. Basically it's the result of the generation of unwanted frequencies due to the onset and offset of the tone burst. The splatter can be reduced by using onset and offset ramps. Onset and offset ramps are used in order to gradually increase and decrease the power of the signal at the start and end of the tone burst, respectively. Exactly how long these ramps have to be depends on the hardware used. As a rule of thumb, onset and offset ramp times of 2 periods can be used with a plateau phase of at least 2 periods in-between. This adds up to a total of 6 periods. A 500 Hz tone burst, then, would need at least 6*2 ms = 12 ms.
At relatively high frequencies (say 1 kHz and above) this rule of thumb may not apply as periods become very short. At higher frequencies, therefore, the answer by @Strongbad will give a good indication of the lower duration limit. However, keep in mind that introducing onset and offset ramps is always a good idea, even at long stimuli (say 100 ms) since frequency splatter always contaminates the signal.