It would be best to try to get to the root of his problems by consulting a veterinary behaviorist/doggie psychiatrist. If there are none in your area, a good dog trainer, such as a "dog whisperer" may help.
Next I would try to locate a veterinary herbalist/acupuncturist since the use of herbs and acupuncture are milder than Prozac. From a Chinese medical stand point it sounds as if your dog has a "water" constitution, which is a timid personality, and could benefit from shen calming herbs.
If all else fails western drug therapy should help. Prozac alters unbalanced neurotransmitters in the brain, and works well if your dog has unbalanced neurotransmitters.
The urination problem you describe sounds like submissive urination, which occurs in timid dogs, however should have a urinalysis performed since a urinary tract infection can contribute to this behavior.