Shell - your urethra will be a bit irritated from the catheter and it will feel a bit weird to wee for a while, also the filling and then empting of the bladder is a weird sensation as we have not been able to do it for a while due to pressure of being pg. HOWEVER having a catheter increases the risk of a UTI as it is introducing a 'foreign body' to the area... try cranberry juice. if it is just a burning senstaion, it may well be trauma and will settle although it still feels a bit weird to wee for me and i am 2 weeks down the track... if your frequency of going to the toilet increases and you are only doing a tiny bit, it may be a UTI and you may need antis.
Also try using a baby wipe or something similar after going to the toilet to help clean/freshen and relieve the area.

HTH