Soap, including shampoo, is very irritating inside the urethra. If the burning pain you describe is inside the penile opening, that is undoubtedly the cause. If you happen to be allergic to the shampoo, it might have caused external redness and irritation, but that is very unlikely. A fungal infection, similar to athlete's foot, might cause the problem as well, and would also cause an irritated rash on the scrotum.
Whatever is going on, none of your symptoms sounds like an STD. You might try one of the over-the-counter antifungal treatments for jock itch, which you'll find in the same pharmacy shelves as the treatments for athletes foot (e.g., Lamisil and other brands). If that doesn't clear it up, see a health care provider for proper diagnosis and advice.
Good luck-- HHH, MD