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.