It is actually quite natural to feel the urge to urinate during sexual activity. More than 60% of women are said to have experienced this, especially in situations involving high tension or intense stimulation. Incontinence refers to involuntary urination, which may also be called leaking, accidents, or soiling. Stress urinary incontinence occurs when pressure is placed on the abdomen—such as during coughing, sneezing, laughing, or sudden physical movement—and is a common condition among women. If you are troubled by such symptoms, it's important not to endure them silently, but to consult an appropriate medical professional.