About 3weeks go I had the mirena udi thing put in and (I am sexually active and have been having unprotected sex) it been several days/ week I have sore boobs nipple really hurt, back pain, sharp pains on my sides and these last 4 days I have to pee nonstop and I can't hold it there is some light pink bloody discharge when I wipe srry if it tmi :/ but today I can't get out of the bathroom I pee and I have to pee right again and I have this urge to push also I've been feeling dizzy help !

Yes, you need a doctor. Sounds like it could be a UTI but no matter, you need a doctor.

Do u think it urgent Should I go to the emergency room or just make an appointment I want avoid any huge bills

I would try to get to a doctor as soon as possible because it is only going to get worse...but no, I wouldn't head to the ER unless there is no other choice.