This embarrassing side effect of menopause, known as stress incontinence, is most often related to improper closing of the urethral sphincter or a weakening of the pelvic floor. Some women experience the same momentary loss of muscle control when sneezing, laughing or coughing, according to The Menopause Book. One solution is to strengthen the muscle that controls urine flow. Kegel exercises can help. If they don't, consult your doctor or a urologist. Sometimes surgery is the answer.