If you think you are pregnant, take a test.
You may be sensitive to his size or perhaps the type of penetration is too hard for long of intervals and is making you sore.
As far as breasts hurting and more frequent urination, these may be side effects of your birth control, and I'm not kidding. They were the side effects of one pill I use to be on.
But, another cause of more frequent urination can be an Urinary Tract Infection (hey, even if you have no symptoms, it can happen, I had one with no prior symptoms or pain, just a lot more bathroom stops).
Stress can also hold it back, and it has for me....a lot! I have taken like 20 pregnancy tests in my lifetime and I'm only 20. That's one test for every year I've been alive and not one of them positive. Sometimes we women just over analyze and drive ourselves nuts!