Do you get anxious when you start to pee and you lose concentration and it ruins your orgasm? I can image that if you don't like the peeing/squirting, it could be very distracting. If I was you, I would try in the shower or tub and just go for it and don't even worry about the fluid. It'll just wash away. I think once you have an orgasm and learn more about how to control things (when to squeeze, when to release, etc) you'll be able to have an orgasm and minimize the mess.

Good luck!