well i notice when i am burning fat i pee more which makes sence since for ever 2 carbons cut off a fat chain a water molicule (sp) is made.
Think about it a camels hump is all fat so that it can store water!!! that is how they can go so long with out water.

but if it hurts like you discribe and the need to urinat is frequint with out much volume it most likly is a bladder infection.