36 weeks , HELP!

Okay so yesterday evening I went to L&D because I was having extreme back pain and contractions..... long story short I got diagnosed with a "bladder infection" I have had 0 symptoms of a bladder infection. But ever since I've left the hospital it hurts extremely bad to urinate to the point I'm in tears. When I can finally finish peeing , I always bleed a little. Even though I was diagnosed with a bladder infection. Should I go back? This is so unbearable.