This actually might not be totally abnormal. There is a division of the autonomic nervous system (the part of the nervous system that is not under conscious control) that is made up of a sympathetic and a parasympathetic subdivison. These systems are activated under different circumstances, but for the most part, they're fairly opposite of each other. The sympathetic is more of an "activating" system dubbed as "fight or flight". The parasympathetic is more for "resting and digesting".
Anyway....so to get an erection, the parasympathetic nervoys system is activated....when you have an orgasm the sympathetic nervous system is activated; however, another thing to keep in mind is, when the sympathetic nervous system is activated, it inhibits the urination response. That's why a lot of people have problems going to the bathroom in public places because they get nervous, the sympathetic nervous system fires, and urination is prevented.
So, in your case, this is what might be happening. After the orgasm, there is still some sympathetic discharge, and it's preventing you from peeing. Considering that this is also causing you anxiety now, the problem might be compounded (anxiety causes a discharge of the sympathetic nervous system, like I said above)