I agree, it is normal. If you don't go before you having sex then stop and go. That will relieve the preasure and you also get a chance start the forplay all over again.
It's normal. Between all the pressure that ends up on your bladder during sex, and then your own arousal, I'd say just get up and pee. Make a point to go to the bathroom beforehand (so that you don't have to interrupt sex) and if you can, go again afterwards. It will help guard you from bladder infections (from bacteria that invariably come in contact with your urethra during sex - also normal, but unpleasant).