If you use a condom or lubricant, you can have a sensitivity to them sometimes. If you did not use either, and he entered you before you were 'ready' for him (meaning the natural swelling and wetness that occurs when a female becomes aroused), him moving in and out of you can cause small micro tears which can burn afterwards. Its like if you get a small cut on your finger and then get salt into it.
Burning in no way means you are pregnant. If it's a yeast infection, you will often times have an odor kind of like bread, have a cheesy white discharge, and it will itch rather than burn, so I suspect its not that either. You can get them after sex due to the increased moisture and change in the fluids in the vagina. This gets better with time :o)
Next time, try some KY Jelly - or go to Spencer's and check out some of their lubricant products. I suspect that is what your problem is. In any event, listen to this old grandmother of ten. Sex is fun and it feels good, but complications are not fun, and some of them can last a lifetime. Things like teenage pregnancies and HIV are nothing to turn a blind eye to. So enjoy your partner, and feel free to experiment and have fun with different things, but be safe about it. Please use protection be responsible about it.
well you could be alergic to his semen. this could cause burning. or it could be a yeast infection yes. alot of the time it does burn, im sure that is normal