Are police officers required to tell you why they pulled you over?

I was pulled over by a police officer and when I asked why he pulled me over, he did not tell me. He took my license and registration and went back to his car. He came back and I asked him why he pulled my over again and he refused to tell me. He replied, "Just plead not guitly in Court and you won't have to pay as big of a fine." I stated, "If I did not do anything wrong, I do not think I should get a ticket. The officer's response was, "Too late, it is in the system."