I hope you were using protection! If you mature enough to be having sex then you should be mature enough to be using protection so you don't bring a baby into the mix. The birth control pill and a condom should be used each and every time.. you are putting yourself at risk.
That said, you probably have a bladder infection and need to get to the Dr so you can get checked out (pee in a bottle test) and then get on some good antibiotics to cure the infection. Drinking cranberry juice will help with the symptoms until you get to the dr, and peeing every time after sex will help ward off future infections since this flushes out your urethra from all the bacteria his sperm just put in you.
Here is a web site for you to read.