This is exactly what it describes - feeling pain when you Ejaculate/come.
What causes painful Ejaculation?

The cause of the pain is usually Inflammation. This inflammation may be result of a Sexually Transmitted Infection (STI) or some other Infections.

STIs are dealt with in more detail in the Infections section of this web site.

How can painful ejaculation be treated?
Whatever the cause of the inflammation, it needs to be investigated by a doctor so that proper treatment can be decided upon. This may be as simple as undertaking a course of antibiotics.

If you are having this problem, you should make an appointment with the GUM clinic so that staff there can investigate why this is happening to you and help you.