HIV risks for adults are:
1) having unprotected, penetrative, anal or vaginal sex, or
2) sharing intravenous needles (with IV drug users)
You had NO RISK for HIV. Whatever is causing your urination pain has nothing to do with HIV, since you were never exposed to HIV.
It is not clear whether you gave oral sex to the woman, or received oral sex. Either way, not a risk for HIV. You might want to check in the STDs forum too: https://
www.medhelp.org/forums/STDs---STIs/show/98
Burning during urination can also be a sign of a urinary tract infection. Either way, you should see a doctor for proper diagnosis.