From MedlinePlus:
A Kegel exercise is like pretending that you have to urinate, and then holding it. You relax and tighten the muscles that control urine flow. It's important to find the right muscles to tighten.
The next time you have to urinate, start to go and then stop. Feel the muscles get tight and move up. These are the pelvic floor muscles. If you feel them tighten, you've done the exercise right.
PERFORMING PELVIC FLOOR EXERCISES:
1. Begin by emptying your bladder.
2. Tighten the pelvic floor muscles and hold for a count of 10.
3. Relax the muscle completely for a count of 10.
4. Do 10 exercises, 3 times a day (morning, afternoon, and night).
You can do these exercises at any time and any place. Most people prefer to do the exercises while lying down or sitting in a chair. After 4 - 6 weeks, most people notice some improvement. It may take as long as 3 months to see a major change.