I agree with everyone else on this one. I wouldn't make a habit out of the slipping thing, but as for the UTI'S... as long as you go to the bathroom and pee after like most women will do anyway, you shouldn't have to worry about that.
You could get a mix of bacteria from anus to vagina, and it could cause some problems but for the most part, the bacteria in the vagina will either kill or flush the intruders out.
I would say to tell you BF to take it easy, and control himself a bit more... I have been there and dont it too, but I find the closer together you are the less likely that the penis will slip or pop out. I guess its a guy thing that we think we have to pull all the way out and then ram it all the way home again. I have found the shorter the stroke, say 2 to 3 inches out and then in do the trick. Also one can really get a good pace going as well, but it becomes a mental thing then. Some men might not be able to do it right away.