urge to pee?

Recently when me and my fiancé have sex I have a very sudden urge to pee. We stop and I try to go but can't. It's hard to explain but it isn't like an orgasm building up it literally happens as soon as he slides in. It hasn't always been this way it started like a week ago. I can't get into sex anymore because the urge almost hurts. I tried relaxing, as I explained to him what I was feeling and he thought I may just be about to 'squirt' which I've done before but it didn't hurt like this. I'm rambling. But basically does anyone know what could cause the sensation? Also have had a strange feeling in my uterus for about a week as well almost like a water balloon causing pressure and slight pain too. I haven't ovulated this month and I had my normal heavy flow last month so I know I'm not pregnant.