What can I do to treat a UTI mine and my husbands sexual activity has recently increased dramatically and now I burn so bad durin urination and have constant urge to go and Azo OTC is not helping!

Need Rx. Sound like you need a Rx Antibiotic. See you doctor to be sure to get the correct treatment.
I. I would first be sure that you have a uti. If you do truly have a UTI then simple measure like increased fluid intake, cranberry juice with high pac concentration (recent randomized studies show this is effective in women and girls with uti), and focus on regular and complete bladder emptying. If not successful or if associated with fever or systemic symptoms then I would be evaluated and consider antibiotic therapy. Remember, not all dysuria (pain during urination) is a uti. Especially if increased intercourse has led to pelvic pain you may have some element of pelvic floor dysfunction. Also, even if it is a UTI it is important to void immediately after intercourse as well.