Tmi question

So Im 36 weeks and me and hubby just finished doing the deed. And it hurt really bad like it felt like my vagina and cervix were getting shocked. Is that normal? Also, I wasnt dialated the last time I was checked at 34 weeks (I know they usually don't check that early but I thought my water had broke) anyway if I was to be dialated some now and he came inside, could that hurt the baby or cause an infection?