Having the constant urge to pee, even when you've just finished, is medically referred to as frequent urination or urinary frequency.
On average, people empty their bladders anywhere from four to eight times per day. Most are able to control their bladder if the urge suddenly appears.
But if you suddenly find that you need to go more frequently and have a hard time to hold it in, it may be the indication of a more serious medical concern ,including bladder cancer or prostate trouble. Type 1 and 2 diabetes is also known to cause excessive peeing in order for the body to rid itself of unused glucose.
See the article by Lisa Fayed, University of Florida.