In order to pee the bladder (where urine is collected) needs to contract at the same time that the urinary sphincter (where urine comes out) needs to relax. Your sphincter may be contracting before you are finished. This may happen if you are in a rush or feeling anxious when you pee. It could also be from an infection in your urine, including a sexually transmitted infection. If you have any other signs of infection (pain with peeing or fever) or if the problem lasts more than a few days, you should consult a health care provider.