Maria,
A good way to help prevent or reduce urine leakage is to do pelvic floor exercises (Kegels) regularly to strengthen your pelvic floor muscles (see info below).
However, if your bladder constantly feels full, you may have a problem that needs to be addressed by a doctor, such as a urinary tract infection or other urinary condition that could require medical treatment. If this is continuing for you, make an appointment with your doctor.
Here's some information on pelvic floor strength and Kegel exercises:
Pelvic Strength, Down to the Core
http://www.healthcentral.com/incontinence/c/76594/27982/strength-core
Kegels and Pelvic Floor Health
http://www.healthcentral.com/incontinence/c/45/3004/floor-year
Women and the Year of the Pelvis
http://www.healthcentral.com/incontinence/c/45/18312/year-tract-uti
Take the Pressure Off
http://www.healthcentral.com/incontinence/c/71981/27265/pressure
Best of luck. - MG