I'm looking for advise or something

So me and my SO like to do things and have sex like any other people like to. But we don't, because when we do I make a mess of some sort. I'm afraid that I might be peeing when we do things or have sex. It feels like I have to pee, and then a whole bunch of wet stuff comes out. I don't have insurance or anything to go to the doctor, so I was wondering if anyone has this problem as well? Anyone? I just feel like I'm a disgusting creature.