Sounds like UTI or yeast infection. Try getting a DIY yeast infection kit from the pharmacy.
Sounds like you might have UTI (Urinary Tract Infection). Sexual intercourse is a common cause of urinary tract infections because the female anatomy can make women more prone to urinary tract infections. During sexual activity, bacteria in the vaginal area are sometimes massaged into the urethra.
Symptoms of UTI include strong urge to urinate that cannot be delayed, which is followed by a sharp pain or burning sensation in the urethra when the urine is released. Most often very little urine is released and the urine that is released may be tinged with blood. The urge to urinate recurs quickly and soreness may occur in the lower abdomen, back, or sides.
You need to see your dr. to get the necessary treatment in order to prevent further discomfort and spreading of the bacteria.
Good Luck!