If you have a urination problem that painful you better get it looked at now. There are a few possibilities.
If you are having great difficulty urinating, you need to be seen by a doctor and you must let them know about the urination issue.
The burning pain and the urination issues could be related to issues in your spine. The nerves coming off the spinal cord send signals to muscles and organs all over your body, including your bladder and bowels., and also to the sensation you feel along areas of your body. Stinging or burning is sometimes a sign of nerve compression in the spine.
See your doctor, sooner, rather than later.
I have to write a reply because I did a double take when I read your question. Am I dying? Surely you are not serious? You would have to be very seriously ill to be in danger of dying, and I think both your problems can be easily treated. Burning knees could be any one of a hundred (minor) diseases, and urinary tract infections that cause the urinary problems you describe are treatable with anti-antibiotics. In the rare event that you are suffering from something more serious, there is undoubtedly good treatment available, and I am quite certain that you are not close to dying of either of these complaints. With regard to paying for medical care, I understand the insurance situation, but am aware that ER departments in hospital must treat you regardless of your ability to pay. I am not saying that either of these things are emergencies, though, and I don't like to think of emergency rooms clogged with people with minor illnesses, so you might care to go to a local outpatient clinic where you would probably be charged less.
Good luck but please take a more positive outlook.