I suffer the same problem sometimes.. so sore :p
Go to a doctor. He will ask for a urine sample, and probably confirm that you have a bladder infection (what it sounds like, just based on your post). You need a professional opinion to be 100% sure. Get it checked out immediately, as an untreated bladder infection can eventually cause fever, kidney damage, and worse.
As for sex, try to make a habit of peeing after sex to keep your urethra clean. This will reduce the chance of getting another bladder infection again. Good luck.