Sting and frequent urination after sessions.

I'm using Aneros since 2 months, i'm 40 years old. No real orgasms yet, but it feels like each session is a little step forward.
I have the following problem: A couple hours after session i always start feeling kind of a sting inside my pelvis, and the day after i urinate much more than usual, actually it feels like i have a constant urge. It's just like my prostate is sore and hypersensitive.
This lasts 24-36 hours after sessions, then everything is normal again. Since i use Aneros my urination seems to be much better in normal situation, not that it was bad before, but now the stream is stronger and i don't wake up anymore in the middle of the night to pee as i did. I jut have this problem after using the massager.
I don't use to do strong contractions, i do very slight ones instead since they seem to be more effective, but maybe my session last too long... 2 hours at least, sometimes more than 3h, but I've had that issue after rather brief sessions too.
Maybe i should ask a doctor, it's just that as you can imagine it's a bit embarassing... any suggestion?