I need to pee!?

haha. serious question now. tonight i had my drama exam- poetry recital and all. my lecturer had instructed us not to leave the studio (due to disruptions and all).the studio was absolutely cold- i was wearing my blazer and yet i was freezing so much so i had to use a scarf! at one point, i could not hold my pee, i dashed off to the toilet. but the funny bit was that i didnt drink any water for the past 4 hrs at least- and even if i did, not much. but how come i feel like peeing then? whats the connection between a really cold atmosphere and peeing?