Which positions are you using? You maybe irritaing her urethra. Try using other positions.
It is easy for women to get UTIs. Much easier than for men. Make sure there is no transfer of germs from the anal region into the front areas or infection will usually result. Additionally, she could take cranberry pills before and and after sex (for a few days) to acidify her urine and help control UTIs. These infections can be very painful, even when you can't see blood in the urine, but there are meds available, even over the counter, that anesthetize the urinary tract and give quick but temporary relief of the pain. I've had to take antibiotics for UTIs many times after sex, but much less frequently if I use the cranberry pill trick.