If you are a man, try dipping your cock into a half filled bucket of cold, but not freezing water. You may have to tilt the bucket slightly toward you to get your cock wet, but don't tip it enough so it spills. Then release your urine. If you had to tip the bucket, you may have to start leaning the bucket back down to its normal position moving yourself with the bucket. This should help your dick feel nice and cool while you pee.

If you are a lady, buy a shower head that detaches from its base. Sit on the edge of your bathtub and run the shower at a cold temperature spraying your pussy as you urinate. If you have a massage setting on your shower head, try turning that on. That way maybe you can have a cumsies while you pee too.