Kegel exercises worked for me as well. I do them at night as a way to move into sleep. I do them for five seconds each and fifteen at a time as was recommended in a natural healing newsletter. I try to do this three times a day. If I wake up at night I do a set of three again. This kills two birds with one stone as I find it very relaxing and a great way to go back to sleep. This works for me!
I started having problems with urgency and incontinence when I was about 23 years old. I couldn't believe it-- but it was very real and very hard to work around it. (when you gotta go- you gotta go-- then again, with incontinence- sometimes you just go!)
I went to a physical therapist and she taught me that there were certain triggers usually that led to these special moments. For example, when I put my keys in the door, I would immediately have to go, be jumping all around and it was a miracle if I made it to the bathroom in time. There were other triggers too.
She said I should try to start recognizing those triggers and use the kegel exercises in combination. So, approaching the door, I would start the exercises. (If you don't know how to do it, you just contract your muscles like as if you are trying to stop peeing.) I would hold the contraction for about 6 seconds then release and do it again, five more times. So, 6 seconds, 6 times. If I still had the urge to pee (which I did), I had to do the exercises again. Once I got into the bathroom (another trigger), I did it again. Sitting on the toilet, I did it again.
The point is to continue doing it until you have control over the moment. Once I felt like I could control when I actually went to the bathroom, I was allowed to go.
This worked so well for me. I was shocked at how quickly it worked as well. Within days I was noticing a major improvement and within weeks, it was hardly an issue. You have to be diligent though- if you still feel the urgency, do another round of exercises.
Every once in a while, I'll start to get that feeling again. I do the exercises and within a few days I am totally back in control.
RE: Incontinence - Kegels! I know, no one wants to do them - I know I certainly didn't. My GYN wanted me to have surgery for my bladder issues, and I figured I had nothing to lose. I started with 50 (yes, 50) a day and have progressed up to approx. 100. I don't lose urine when I cough or sneeze, laughter is still a little problem, but nothing like it was. I'm 53, and determined to stay out of depends. Iyt took about 3 months before I noticed a significant improvement - so hang in there. It sure beats surgical options.
EC: More about Kegel exercise here: http://en.wikipedia.org/wiki/Kegel_exercise