Yorkiegirl, really sympathise as have had cystitis a lot, but not thrush.
Burning sounds like cystitis to me.
You can try and alleviate it at home by drinking gallons of water, and making sure that when you pee you squeeze out every drop (sorry if TMI), but apparently it can be caused by stagnant urine which collects in your bladder.
Cranberry (or vit c) tablets also may help. However please don't delay in going to doc and getting antibiotics if necessary, as it can spread to kidneys.
I always got it from sex, so would recommend washing before and after sex, weeing straight after sex, and not having sex more than once a day.
Sorry to rant but I know how awful and painful it is and want to pass on some tips to stop you getting it again!