You might have a UTI (bladder infection) and the only way to treat is to get an anti-biotic so you would need to see your doc...or is there a clinic someplace where you could be seen that can provide reduced rates? A good product over the counter to help with your symptoms is called, AZO which are concentrated cranberry tablets. Hope this was helpful.
It's probably a UTI, and you'll need antibiotics to treat it. If you're uninsured, there are clinics that do sliding scale fees. Planned Parenthood could probably treat you easily for a UTI. It's highly unlikely that it will go away on its own, and it can damage your kidneys are urinary system.
Sex can cause UTIs, and some women seem to be particularly vulnerable to them. Peeing right before and right after sex is supposed to help by flushing the area, although I don't know how much it actually does. Clean hands, especially if your partner is using them to stimulate you, will also help.
Anal sex with a condom is fine, but you can't go from anal to vaginal safely without changing the condom. Fecal bacteria can cause UTIs and vaginal infections if they get in that area.
It sounds like a urinary tract infection. You don't want to ignore these because the infection could get up to your kidneys and damage them. A urine test is not very expensive and then all you need is an antibiotic.
Your boyfriend (and you) need to shower and especially wash hands before sex because the female anatomy gets infected with bacteria that men's body's are protected against (because of their longer urethras). Anal sex spreads bacteria, so avoid it.