What I recommend is that if you do feel that sensation during sex play, take a deep breath and relax your muscles and trust your body - and keep playing! What you are likely to find on the other side of that is deep pleasure and orgasm - not pee. This will be hard at first, but if you practice relaxing and trusting your body, you can retrain your brain to recognize what's actually an orgasm on the way (and for some people, possibly even a squirting one).