This wouldn't be an STD, the foreskin in generally uber sensitive where it connects (as Im sure you know) and for my knowledge, too much dry and rough sexual contact can be bad for the foreskin, if it happens too much and too vigerously it can sometimes tear or bleed so be careful.
This being said, however, Id suggest you get tested for STD's all the same. You cannever be too safe, and you dont want to have to get a test done when its too late. If youre doing anything sexual, I recommend you and your partner get tested once a year.
As for not ejaculating, Im not all that sure. Especially me being a girl, it's hard to say. I know I have had alot of weird "orgasms" in my time, and it certainly wouldnt surprise me if this was normal.
Maybe it was so rough that you couldnt infact define when you had actually came from the roughness. Maybe you were simply close, but couldnt go on due to the pain. Once it started becoming non-enjoyable, you might have believed it was over when it wasnt?