One of the most important causes for 'Painful urination' is urinary tract infection. For that you should get urine examination done and seek advice from a urologist. Also very concentrated urine (resulting from poor water and fluid intake) may result in burning sensation during urination. This results from acidic nature of our urine especially when it is highly concentrated. Thus in the absence of any heart or kidney related disease (where fluid may need to be restricted) one should drink 2.5-3L of water during the day. Masturbation itself does not lead to such symptoms.