Urine has ammonia in it among other things that can cause pain if there are any small cuts or irritations in the urethra. Aside from that there are 43 other causes of urination pain including: bacterial cystitis, bladder cancer, bladder conditions, bladder infection, Chlamydia, Chlamydia trachomatis, cystitis, excessive masturbation (causing mechanical urethrtis), female urethral syndrome, Genital herpes, Gonorrhea, Goodpasture syndrome, Interstitial cystitis, kidney stones, Lichen sclerosis, Meatal stenosis, mechanical urethrtis, Medullary Sponge Kidney, Menopause, Non-specific urethritis, Pelvic Inflammatory Disease, Peritoneum cancer, Peritoneum disorders, Phimosis, Prostatitis, Pyelonephritis, Reiter’s syndrome, STD’s, testicle disorders, Trichomoniasis, Ureter cancer, Urethral condition, Urethral stricture, Urethritis, Urinary disorders, Urinary incontinence in children, Urinary stones, Urinary system cancer, Urinary tract infections, vaginal conditions, vaginal infections, and Vaginitis.
If the symptoms persist it is highly advisable that you visit your doctor.
http://www.wrongdiagnosis.com/symptoms/urination_pain/causes.htm 
