I see in your list of "interests" you list depression.
Are you on anti-depressants? Many of them will cause you to be unable to orgasm.
I'm now how you feel...the feeling off needing to pee is quite off putting and then you get quite anxious that will actually pee and its not actually an orgasm. All you can really do is try to associate that pee feeling with the fact that it is a good feeling to have during sex and not a bad one...hopefully then you will be able to reach orgasm. Like the above poster said, the best way to over come this feeling is by trying to reach orgasm by yourself first and trying to get past that 'need to pee' feeling then after that you should be confident enough to know that you wont actually pee and you should be able to orgasm!
maybe you're concentrating too hard on that "need to urinate" feeling.
i would suggest maybe entertaining yourself with a "movie" or something of that sort, put some mood music on, zone out and have yourself a good time.