Why do I pee when I sneeze?

This answer comes from Terry, Pelvic Health Physio:
Hayfever season can be a bitch! Especially if your pelvic floor muscles are a little sluggish, weak or tight. Most of the time the pee in our bladders is kept safely inside by little muscles called sphincters until we choose to let it out. Sneezing generates massive pressures inside our bodies and can drive whatever is irritating your nose up to 8 meters away. http://news.mit.edu/2014/coughs-and-sneezes-float-farther-you-think
In science classes we learn that for every action there is an equal and opposite reaction. So the same pressure that drives the snot across the room is pushing down on your bladder. The little sphincter muscle isn’t strong enough to resist that force on its own and needs to have its nearby big buddy the pelvic floor muscles join in really quickly to stop pee coming out. Help your pelvic floor muscle get ready for hayfever season by practicing some quick flicks. Don’t forget to relax your pelvic floor muscle afterwards. Stiff or tight pelvic floor muscles can’t move quickly enough to help with catching pee.