Hi Mike,
One differential is urinary tract infection which may present as pain or burning during urination, urinary frequency or urgency. To confirm this diagnosis, a urinalysis should be done. Treatment is usually through antibiotic therapy. If you have history of sexual encounter recently, sexually transmitted disease should also be ruled out.
Take care and keep us posted.
How long has it been since you had sex for the first time or your most recent time that you have had intercourse?