Here try this:
Take a q tip (not one of those ones with a plastic stick, ALL PAPER) and give your urethra a good clean with it. Make sure you pump it in and out. Feel free to use soapy water or nothing, but be warned- the soap will make it burn even more. Do this for as long as you can with one side of the q tip, then take a two minute break and do it with the other side of the q tip. Do this as long as you can, make sure you set a stopwatch (I want to know how long you last) and maybe set a goal for yourself (I recommend 3 or 5 minute increments!).