Burning after urination/Sore Penis

My girlfriend and I were virgins when we met and have been together for 6 years. Recently, my girlfriend had a staph infection in her urine and it burned when she peed. I noticed after we had sex that I started to feel the same thing. I had a little burning on the tip of my penis when I would pee, not so much after I urinated or even during urination but on through out the day. It just feel as if the tip of my penis was enflamed or something. Also, I was peeing like every 20 minutes it seemed like. Now I take a water pill for high blood pressure, so I usually pee a lot, but it just seemed like a lot more recently. Also, the middle of my penis feels sore after I ejaculate or masturbate.

So I went to the doctor and my kidneys were fine, my prostate was fine and the doctor thought I might have something called urethritis or the beginning of a prostate infection, he really didn’t know. So he put me on antibotics for 10 days and it was feeling good until the 8th day, my girlfriend and I had sex, (she is was on antibiotics also) because the doctor told her that her staph infection wasn’t contagious. Than a day later I started getting my same symptoms again and my doctor put me back on another 10 days of antibotics and said that if it didn’t clear up 100 percent that they want to see me again, and that cleared it up again.

Now, both of us were fine after that and I now we had sex a couple of days ago and I have the same symptoms yet again. She is fine, but mine are back and I really don’t want to go back to the doctor again because not only is it embarrasing, but it just seems like they don’t know what the deal is either. It is not my kidneys because I just had a urine test the other day when I was at the doctor and my kindey function was normal. Anybody know what is going on with me? Any help would be greatly appreciated.