Greetings.
If it is happening for significant duration, you should consider a gynecologist check up. Urethrocele, cystocele, urethral syndrome are some of the possibilities to be looked for. Read about cystocele;
http://www.mayoclinic.com/health/cystocele/DS00665
If the symptoms are recent, a urinary tract infections would be considered. Cranberry juice, plenty of water and fluids and avoidance of caffeine drinks is recommended. A urine examination and a course of antibiotics by your physician are the other measures necessary.
Please feel free for your follow up questions.
Dr. Arun
Doctor (MD)
MBBS, MS (General Surgery), Post-doctoral Fellowship in Sports Medicine