Many people begin doing kegel exercises, which are exercises designed to strengthen the pubococcygeus muscles (PC muscles), but are squeezing the wrong muscle. It's important to make sure you are exercising the correct muscle.
The best way to find your PC muscle is to insert one finger into the vagina and try to squeeze down around your finger. When you feel your muscles tightening around your finger you're squeezing your PC muscle. You may also feel a kind of lifting in that area as you squeeze and then a dropping down as you release.
Another common suggestion is to stop the flow of urine while you're peeing. The muscles you use to do that are part of the PC muscle group. Doing this often or for prolonged periods of time isn't a good idea though, so if you're able to user your finger that's the recommended route.
