While it's a good idea to visit the powder room after you have sex to prevent a UTI, I'm sorry to burst your bubble but it can't prevent you from becoming pregnant. For a short anatomy lesson here, the hole you pee out of is connected to your urethra and the hole that you have sex with leads to your uterus. As my junior high gym/sex ed teacher told me and my fellow terrified classmates, "They're two separate holes!" Peeing after sex may help to flush out bacteria from your urethra, but it doesn't do anything to flush out semen that has been ejaculated inside you.
Dear's Advice: Definitely pee before and after sex to prevent a UTI, but when it comes to preventing an unplanned pregnancy, use a reliable form of birth control.