If you've ever seen a horse pee then you'd know what it meant. Horses tend to urinate in vast quanities and for a long period of time. I guess it just means your desparate for the toilet.
Race horses are sometimes given diuretics in advance of a race to ensure they have an empty bladder - the volume of a full bladder in a race horse can have significant effects on the weight it carries, and its ability to run as fast as possible.