Hi, I Have Some Shooting Pains In What Feels Like

Hi, I have some shooting pains in what feels like my urethra. They come several times a day. They are not awful, but they are not normal either. I do seem to have the urge to urinate more frequently although I don't have pain when I urinate and it doesn't look like I have blood in my urine. What might this be and should I go see my doctor?