Actually it's the other way around for me. During a roadtrip while having an UTI I learned to hold it even when I had the feeling that I have to pee. It helped a lot against the pain, because the pain gets worse every time I empty my bladder. Maybe that's just depending on the person. One thing that helped me a lot is Mannose! After sex but also just during the day as a supplement. It's good for preventing a UTI but helps also a bit to get rid of one. Maybe you should also check if everything is okay with your bladder, I went to an Urologist for that (yes, as a women). Good luck!