If you used a lubricant that is not water based that can cause burning. But if it was hurting before it does sound like it may be an infection. Look up urinary tract infection and yeast infection and see if you have similar symptoms. Definitely call your ob if it is followed by a strange/ foul oder, is very bothersome, causing cramping etc. You may need antibiotics
Maybe you have a infection?
Did you have intercourse? Was it burning before or only after?