Hello and welcome to HCM.
Thank you for your query.
It appears as though you COULD be suffering from a urinary tract infection
(UTI), this will of course have to be confirmed with laboratory investigation. A urine analysis to start off with, will be helpful in confirming the presence of an infection. This can then be treated with antibiotic therapy, pain management medication and a potassium based solution.
But, you will also have to be screened for all sexually transmitted infection as your symptoms only occur after sexual contact with one specific person, and thus your partner will also have to be screened for all sexually transmitted infections. It will also help greatly to know if your current partner is experiencing any symptoms.
I would recommend you to visit a urologist
and your partner, a gynecologist. Also, please either refrain from sexual contact for the time being or use protection (condoms) while indulging in sexual activity.
Wanting to pee immediately after sexual intercourse is a normal stimulus, but the burning sensation could be the sign of an infection.
I hope I have succeeded in providing the information you were looking for. Please feel free to write back to me for any further clarifications. I would gladly help you.