The first line of treatment for urinary stress incontinence — leaking urine when you cough, sneeze, or laugh—is pelvic-floor strengthening exercises called Kegels.
To do Kegels, squeeze the muscle you use to stop the stream of urine and hold for a count of three. You can feel your vagina contract if you're doing this correctly. Relax for a count of five, and then repeat. Work up to holding the muscle for a count of 10.
Do not contract abdominal, thigh or buttock muscles at the same time. This is a very isolated movement. Keep your belly soft and relaxed. Do five sets each day. You should see results in six to eight weeks.