Is this an ovarian Cyst or an infection?

Two months ago i ended up in the emergency room with what i thought was appendicitis come to find out i had an ovarian cyst on my right ovary, my question is can you get ovarian cysts at any time or do you only get them right before you period?? Then last night i went pee and my pee is cloudy and it burns so bad even to the point i do not even want to go to the bathroom i'm scheduling a doctors appointment for today if i can.... but i was also wondering if this could just be an ovarian cyst causing me all these problems, after i pee my stomach kills to the point of tears also it is on my right side i cannot put pressure on my right leg and the whole side kills me when i lay on my back and when i lift my leg up... i just got off my period yesterday to much information i know but i need ideas, my doctor is not the type to investigate into anything he'll probably tell me oh its just your cyst back.... but again can ovarian cysts come at any time??