Go for your blood sugar levels. In high blood sugar it is very difficult to retain urine. If sugar levels are high get treatment of sugar. At the same time, peoples who don't exercise or go for walk also have this problem.
Why Do I Pee It Out So Fast?
Do you mean when you drink alcohol? This is a common problem and its due to the amounts you're taking in. As soon as you've been once that's it; you can't stay off the toilet! I think the only way around it would be to have really small drinks that don't fill your bladder up so quickly, but apart from shots there isn't much that comes in that category.