Not normal. Dispareunia or pain on intercourse including burning is more usual during intercourse, although might only become evident after ejaculation when the thrill and excitement are waning. Are you using spermicidal jelly or lubricant? Might you be allergic to your boyfriend's semen? Pelvic inflammatory disease, endometriosis and interstitial cystitis are possibilities. Suggest you confer with gynecology.
No. Sex should not be painful. Pain during sex could mean an infection, an anatomic problem, endometriosis, or possibly vaginal dryness. If you are experiencing burning and pain after sex (called dyspareunia), you might consider seeing your doctor to evaluate if there is a problem.