Weird pee. HELP!!

Kim • Dont shit on your own backyard
Well, this is so embarassing but I do have to ask ang get some insights before I go the doctors. 
So.. Whenever I sneeze (I sneeze like a men) Simultaneously, I pee. But not pee like long pee, its like the shorter I sneeze the shorter I pee. It makes me feel awful to change undies everytime I sneeze! 
Well, I think this correlate with the pain I've been keeping. I got the pain when me and my boyfriend had sex. He is so excited to pump harder and he hit something inside me but it is tolerable. 
Please I dont know what to do.