Prostatitis. That's what it sounds like you all have. I have it too, and I regularly experience this pain upon ejaculation. Also the urinary burning, frequency, urgency, the whole shebang.
The bad news is that antibiotics really don't fix it, because something like 90-95% of prostatitis cases are non-bacterial (no one knows why they occur). The best theory out there is that somehow urine travels back into the spermatic cords and back into the prostate, causing the burning.