I just read about bladder training. I always thought it was bad to hold your urine for any length of time and that the healthy thing to do was empty the bladder quickly to avoid infection. Is that wrong? Could bladder retraining help me deal with my urge incontinence? 
— Lee, Connecticut

Bladder training is in fact an important tool in modifying urinary issues and dealing with urge urinary incontinence. Most bladders have a very large capacity and store urine at very low pressures. Therefore, holding on to urine and delaying your urge to urinate is unlikely to cause damage in the vast majority of patients. Certain individuals with underlying neurogenic (nerve-mediated) bladder problems, very small bladder capacities due to scarring, radiation, or surgery, and patients with surgically enlarged bladders may be at increased risk for upper-urinary-tract deterioration and kidney damage if the bladder is not emptied in a timely manner. However, these represent exceptional cases.
For most men and women with normal bladder capacity, the bladder can be trained to accept larger volumes of urine before responding to the urge to urinate. The bladder senses that it's filling through a stretch receptor located just beneath the lining of the bladder wall. These signals are then transmitted to the spinal cord and up to the brain. In many patients with urge incontinence, the problem is a sensory issue in which the bladder becomes conditioned to respond inappropriately to these sensations of fullness. In other cases, the bladder muscle may become excessively reactive to normal stimuli. Either way, by delaying the urge to urinate repeatedly, in a systematic fashion, it is possible to reduce your frequent need to urinate as well as the urge-incontinence episodes.
The main focus of bladder training is a concept called timed-voiding. With timed-voiding (or urination), the individual initially selects an interval of time between bathroom visits that is easy to meet. A person who feels the need to urinate every two hours, for instance, might start with a voiding interval of one and a half hours. Thus, every hour and a half they would urinate whether they had the urge or not. Once the bladder becomes accustomed to this interval, the interval is then increased. Over a series of weeks, one can incrementally increase the interval of time between voids.
In the absence of any of the several significant underlying bladder disorders described above, you have a good chance to improve your urge incontinence through timed-voiding and bladder training. If these behavioral modifications alone are not successful, additional approaches could include Kegel exercises, pharmacologic treatment, and for severe cases, bladder injections with Botox or implantation of a nerve stimulator that modifies the sensory input from the bladder to the spinal cord. Kegel exercises, like bladder training, are a noninvasive method used to inhibit the urge to urinate. Although typically used for stress urinary incontinence after childbirth and after prostate-cancer surgery, the act of a Kegel exercise — in which the external sphincter muscle of the urethra is contracted repeatedly — may cause a reflex that inhibits the spinal signals responsible for urinating.