You might want to get a urine sample checked - I had no symptoms other than thinking my wee was a bit pungent but when I had to give a sample at my 8 week booking appointment I got told I had a urine infection. After a few days of antibiotics the smell has definitely improved! I had ignored the smell as I thought it was just my over-sensitive pregnancy nose but I guess not!
I posted a thread today about coughing and incontinence. Its pretty miserable. If I could go back I would definitely do more Kegels. Your midwife or a quick google will give you more info if you need it.