TMI! Pregnancy and cold.

I'm 15 weeks with #2 and have a horrible, horrible cold. I'm just trying to decide if there's something wrong with me and I need to ask my doctor, or if it's normal. Everytime I have a cough attack, I pee a little. I wear a big monster pad even. Is this just part of pregnancy, maybe even particularly with already having a baby, I don't know. Has this happened to any of you?