DO NOT WAIT. I got a UTI once and waited until my kidney's were nearly in failure. I thought I pulled a muscle in my back, and that I had the flu. UTI's can be cured with antibiotics, but you MUST see a doctor, also be prepared to ask if the antibiotic could cause a yeast disturbance. Because your UTI cuold come back if you get a yeast infection, as yeast can also infect your urinary track or inflame or irriatate it, if he/she says there is a possibility of that risk, ask for RX of diflucan with the antibiotic RX together, I do this with EVERY antibiotic now, I learned the hard way.
The symptoms that you describe leads me to believe that you have a urinary tract infection. It neglected this can spread to the kidneys, prostate and even testes.
It is in your best interest to go and obtain medical help for this.
The longer you wait, the more serious things will get.
There are no reall embarrising or painful procedures. You most likely will be asked to submit a urine sample and some bloodwork. From that they should get a pretty good idea of what is going on. They might want to do some more infestigation as to determine what might have been the cause of the infection, as it could be the result of an underlying problem.
All the best,
Ron