I have painful rash when i go in the ocean. could this be an allergy?

Could be: Allergic rashes usually itch but do not hurt. You don't tell me whether the rash develops jwhile on the beach, or while in the water or when you are drying after getting out of the water. There is urticaria (welts) that is caused by exposure to water, cold or the sun. In order to sort things out, see a board certified allergist/immunologist. Lucky for you, there are several in SLC.