Urge to urinate after UTI treatment?

I was prescribed Bactrim for 3 days and my symptoms nearly went away (burning sensation, sharp pain) but the urge to urinate is still present. I went to the doctor again today and she said that she can't prescribe me more antibiotics since I'm not in pain anymore. After that, she told me to come back in 2-3 weeks if it gets worse. I don't know what to do, I can't even sleep! I feel like I need to use the bathroom 24/7 and it gets in the way of my daily activities. I have had a few UTIs in my lifetime but the symptoms never lasted this long (almost 1 week). Is there anything I could do? Or should I just wait?