Thanks Betsy. I ditto that.
When people really get infected with HIV, they usually don't have symptoms of a weakened immune system for several years. http://www.cdc.gov/hiv/resources/qa/qa4.htm
And those symptoms are more general and don't cause something as specific as burning upon urination like other STI's such as chlamydia, gonorrhea or a uretha infection.
If you are tested 6 months after your last possible exposure and the test is negative, you can rule out HIV.
If you are still dealing with an anxiety at that point, it could be an indication of other issues and you should talk to your doctor about it.