Well, the peeing sensation could mean you're about to cum, so you might wanna roll with that and see where it goes. Also, how long are you expecting things to last? I can orgasm for extended periods, but that's been sort of trained, not something that just happened. I think most people have quick sensations like your describing, at least that's what I remember from when I was younger.

The best thing you can do is experiment. What works for one won't work for another. Try different vibrations internally and externally. Try different shapes and amounts of pressure. When something feels good, keep doing it.

Like Kira said the need to pee sensation could be that you are about to cum. When I get the omg I feel like I am going pee sensation while masturbating its because I am fixing to squirt which is a wonderful feeling for me. I always drain my bladder before any kind of masturbation. I mainly get that sensation when clitoral play is involved and sometimes when I am being penetrated. Play around and see what works for you and what doesn't work for. Again,what might for one may not work for you,you must explore your body an see what you like and don't like. If I were I would let the "I have to pee sensation" just come on out. If you are alone you and not with a partner when it happens you won't be embarrassed if that is what you are worried about,don't want the bed or whatever you are masturbating on getting wet put a few towels under you. Good luck