According to the symptoms you describe (burning sensations in the penis during or after urination and discharge from the penis) it seems that you are experiencing inflammation of the urethra (urethritis). Urethritis is a low urinary inflammation and it is usually caused by an infection. Nonetheless, urethritis may also be caused by an allergy or irritation; these possibilities may be also considered. Infective urethritis is usually sexually transmitted (via unprotected sex) but not always. Yellowish discharge indicates that you might be experiencing infective urethritis and an antibiotic treatment might be requested. Without proper treatment, the infection can spread to the upper parts of the uro-genital tract (prostate, testicles, bladder etc.). A microbiological smear from the urethra has to be done to identify any possible infective agents and to choose the proper antibiotic. You have to visit your GP (general practitioner). S/He may send you to a dermato-venerologist or urologist if necessary.