Stop your flow of urine to find it then just clench that muscle when ever, where ever you like! Set a limit and work up.

Theres a fantstic book called "Multi orgasmic couple" but I cannot remember the author (will post here again if I find it) about this and other methods of what he called "sexual kung fu". It was a very cool way to improve sex.

EDIT: by Mantak Chia. He also wrote a book called The multi orgasmic man. Has loads on pc muscles exercises in both books. Hope this helps!!