Hi,
There are a number of problems that can cause bladder/urethral pain and painful intercourse when you don't have a UTI. Interstitial Cystitis could cause these symptoms. It's not uncommon for some patients to have a dominant pain component and minimal frequency. IC can cause pain with intercourse due to the hypersensitive bladder and urethra. There is a another disorder called female urethral symdrome. Its cause is unknown. Patients have isolated urethral pain/burning with little or no frequency or urgency. Other more uncommon causes of urethral pain include a urethral diverticulum, or an infected periurethral gland. You will need to see a Urologist who can sort out what the diagnosis is and institute treatment. Good Luck.