As a woman you have a short urethra. During sex friction forces bacteria into the urethra and you get a mild uti.

Make sure you and he are very clean before sex and try to go pee afterwards, this flushes the bacteria out of the urethra before they get a chance to colonise and will reduce the risk of uti's - it will not reduce the risk of pregnancy though.

Also if you use condoms you may have a latex allergy - try a hypoallergenic brand or polyurethane instead of latex.