Water does not block UV rays, sorry, so you should wear a water-proof sunscreen.
Water can actually bounce the rays around and lead to sunburn in unusual places (like under your chin, under your nose, under the eyebrows) which sailors have to be aware of. Also skiers find the same thing.
Alternatively you could swim wearing a full body-suit (we call them rash suits for some reason). In New Zealand (where I live) all children wear these at the beach and many adults too.
Take care. Try not to worry. It doesn't sound like you've been burnt which might mean you are naturally not a burner or that the UV isn't so high where you live.
Bullfrog is a good waterproof sunblock. As Pum says, water does not protect you from getting sunburn.
Thanks guys. You're right Pum, my skin doesn't really burn, but I figure sun protection is still important for skin cancer prevention right?
Yes sun protection is still important. I would be a red lobster if I was in the water in summer for one hour (in the middle of the day).