It is from the urethra, and i thought i could of had an allergic reaction but thinking back it has never happened before, and thank you :)
When you pee, is the burning sensation at the urethra or from the pee dripping back toward your vaginal opening? Either way, you need to get to a doctor. It could be you're allergic to the latex or have some sort of infection if it's the latter or it could be something like a UTI if the former. In case of an infection of any sort, you'll want to seek treatment.