I had a coworker with two cats and one started peeing on the bed when let in (she had to keep it closed all day too but if she let the cat in and so much as took her eye off it it would pee on the bed) and the vet told her it was a dominance thing like AAAAA says which is the same as territory marking in a male dog.

http://dogs.lovetoknow.com/wiki/Dog_Bed_Wetting_Problem