Went to a sale like that myself one time wearing a pair of pretty panties and womans long underware, under my jeans, and insulated coveralls. I ended up pissing all down my legs surronded by people I knew. I was lucky it didn't soak through my coveralls, but I was wet the rest of the day.
I too wear women's underwear all the time under my jeans and agree they can sometimes be a real hassle when you have to piss. The last time I just said the hell with it, and started pissing in my pants hoping it wouldn't show threw my jeans but it did-quite a lot I'm afraid. I happened to be on a busy street downtown doing some shopping. Even so, no one seemed to noticed except this one guy who took one look at me and said, "Hey dude, how come you pissed your pants?" I didn't know what to say so I jokingly told him, "Because it feels really good!" To my surprise, he shot back, "Yea, I know what you mean. I like pissing in my pants for the same reason!"