Kegals

Ok, so either im doing kegals the wrong way or I'm just screwed. I literally cannot sneeze or cough without peeing. It started out with a little but I'm now 29 weeks and I pee a lot when I sneeze or cough. So embarrassing!! I'm embarrassed to even share this on here but am I the only one? 
It's happened twice today, once at target which I had to leave and go home and just now. Ugh so annoying!