HELP, urine pressure but not in bladder

Help! Pressure/feeling the need to urinate but not like in my bladder.  I can go pee and within 2 minutes I have like slight burning/tingling feeling that you get when you've been holding it in too long. But the feeling is right in the urethra not bladder and there really isn't even any urine. When I do urinate it doesn't burn and it feels normal.  But after I go/off n on all day it feels like there is urine right about to come out. Help. Lol.