What Do I Do If I Have Sharp Burning/pain Sensation

What do i do if i have sharp burning/pain sensation when i pee and shortly after have a white or milky discharge ? I don't have a frequent need to pee , actually I've been peeing alot less then usual and the discharge doesn't just happen after I pee and stop but continues through the whole day discharging . I am sexually active and but only with one person and she did have chylmedia but got treated for that before hand. What is wrong ? and what should I do?