Knufrio is correct. Azo is to just temporarily help with the pain before you get to the doctor or before your prescription kicks in. It will not make it go away. You need to take the meds you received. If not, then just wait for your doctor. Macrobid is the most common and should not make you sick. You can also take it up until your third trimester. Im prone to UTI's, I know all about them. I used to need to see a urologist for my issues.
You need to take the meds the ER gave you. The AZO stuff is not an antibiotic and only an antibiotic will cure the infection.