Burning when pee, finished antibiotics but the burning has returned, the doctor said i have a uti but i do not know why i was only relieved for 3 days?

Timing is everything: Couple of possibilities: (1) sometimes an infection simply requires a little more time on antibiotics to completely resolve. (2) Sometimes the antibiotic chosen may only inhibit the bacteria and not kill them. When you stop, the infection returns. I'd recommend getting a "urine culture and sensitivity". This should remove some of the mystery. And make sure this isn't a post-antibiotic yeast infxn.