Look up a diagram of the female body. The vaginal wall and bladder are connected, and when you push on your bladder it makes you feel like you have to go, try and push on it on your lower stomach (where you get cramps) if you don't believe me.
It is quite natural for women to feel like they have to pee right before orgasm...but someone correct me if I am wrong, you cannot pee and orgasm at the same time. I know 100% its like that for males but not quite sure for women
...I'd say just go to the bathroom before "play time" so your bladder is empty and you CAN'T pee on him, if it's possible.