Since how long is this happening?
Do you have history of unsafe sex?
Do you have any significant family history?
You need urgent investigation for sexually transmitted disease. Most likely you would be prescribed antibiotics. Following are possible;
1) Urinary tract infection
2) Gonococcal urethritis
3) Non specific urethritis
Apart from these, stone disease and other causes related to bladder and kidneys need to be ruled out by an ultrasound and abdomen x-ray.
Please feel free for your follow up questions.
You can find a local STD clinic, which are usually free or low cost. You can also find a low cost clinic in your area, for your primary health care needs. The ultrasound and x-ray would cost around 500 US dollars.
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Best of luck.