If you are having rough sex then its highly possible that is the cause. If you werent aroused enough also then the friction could cause that to happen.
Not wanting to scare you, it is possible to contract an STD while using protection. The safest bet is for both of you to be tested and still always use a condom.
maybe your right. because the sex was a little rough. we got kinda carried away you know. so yeah.
Since you mentioned that you used a condom, my first thought was that the burning sensation could be related to a latex allergy. Then again, you say that you had some bleeding. So, it's possible that the sex was too rough and caused a friction irritation, which may explain the bleeding. Another explanation would be that the bleeding might indicate the onset of your period. It's not likely to get an STD if the condom was properly used. But, I suppose that anything is possible. If you're worried about this, you might want to consider getting checked out by a doctor... just in case.