HELP!!! Bleeding during sex.?

Me & my boyfriend have been having sex for about 4 months now. He was my first, but I wasn't his. We have done it multiple times & I don't understand why the past two times we have there has been blood after wards. The first time it was the day after my period and there was blood on the condom and in the bed it wasnt a lot but it was enough. That was saturday we did it again tonight and after he tells me there was a little bit of blood on his balls. there wasnt any on the bed or anywhere else but when i went to the bathroom after when i peed it burnt but there was no blood. I am worried this could be something bad. I know its not stds or nothing because he has been checked for that, and i havent had sex with any one else. I dont want to go to the doctor but i am worried about it and would like to know what it could be...someone please help!!!!