i agree with sweet87, i also have issues like you when my husband would wear a condom! it was awful! i would swell so bad i couldn't do anything for a while, and it would burn as you say, and even sting very bad when i went to the bathroom, i think you may be allergic like sweet said...its awful but maybe ask you dr, has that happened to you before?but if you were still on your period, you dry out pretty fast and like you said that may have something to do with it aswell, i am even allergic to some lubes so be careful there too!!
Ok so I know this might sound weird, but was your boyfriend wearing a condom? Because you might be allergic to latex, I have a slight allergy to latex and when my boyfriend has worn a condom I have the same reaction as you do (the burning feeling).
Was this your first or one of your first times having sex?
Because if it was, I had the same problem -- it was probably just too tight.
But the burning is strange. I notice that a lot of times when I'm on my period, that whole region is just more sensitive, so maybe that was it.
Nothing is there now. And I feel fine, except when my boyfriend trys to do stuff. Then it starts hurting again.
You should go get checked out by a gyn. First to rule out infection of any kind. Then you should look into possible nerve or muscle issues if all infections are ruled out.
Check out vaginismus.com and vulvodynia.com
A good physical therapist who works with pelvic pain issues would be able to help you determine if it was a muscle/nerve issue. They would also be able to help you with a treatment plan.