After having sex with a hiv+ person does the hiv+ virus actually swim up the urethra to infect the person?

No. It is generally transmitted through small tears or sores in the genital region upon exposure to bodily fluids such as vaginal secretions and semen. These tears could be extremely small and the person may not even realize they are there. The virus doesn't actually move up the urethra and into the bladder to cause an infection.
More likely blood. Sexual intercourse is associated with micro hemorrhage on the tissue , the extent depends on how enthusiastic you are. Thus if you were to get infected, it would be via the blood stream. Have fun but use a condom.