Kegel exercises were originally created in the 1940's by a gynecologist, Dr. Arnold Kegel, who wanted to give women a way to increase the muscle tone of their PC muscles (pubococcygeal muscles), and thereby cure their urinary incontinence. This was especially important for women after childbirth and after menopause - the two main causes of weakening of these muscles. So while women were squeezing away, they found that not only could they control their urine better when they coughed or laughed really hard - they also found they were having stronger and more pleasurable orgasms. Of course when something improves your sex life, people take notice! The most interesting recent finding is that Kegel exercises have been found to be helpful for both men and women.
Kegel exercises involve the PC muscles, which is a network of muscles that extend from the pubic bone (found under your pubic hair below the level of your bladder) down and around between the legs, around the anus and to the coccyx (tailbone). These muscles contract to help stop urine flow and squeeze the anal sphincter closed, but also are the muscles that rhythmically contract when someone has an orgasm. By strengthening these muscles, women have better control of holding their urine, and also have stronger and more pleasurable orgasms. Men who do Kegels also have better control of their urine and experience stronger and more pleasurable orgasms, but also can have better control of the timing of their ejaculations and even better quality of their erections.
So who's up for a little Kegelcising? Here's how it's done, and it's basically the same for both men and women. First, locate your PC muscles. This can be done by trying to stop your urine stream while you are urinating. The muscle that you squeeze to get that done is your PC muscle. Another good way to locate the PC muscle is to squeeze your anal sphincter tight and then extend this squeeze all the way forward. You should locate these muscles and learn to isolate them from other muscle groups in the area. So make sure that your legs, buttocks, and abs are relaxed and are not moving while you're squeezing your PC muscles. Once you locate them, don't use them to stop your urine any more. Now you will just do the Kegel exercises by themselves.
As I mentioned before, Kegel exercises can be done anytime, anywhere. When you perform them, no one can tell that you're doing it - so you can squeeze on the way to work, during a business meeting, while you're waiting in line, while you're at the movies - you get the picture. Start off slow as you would any new exercise, doing 3 sets of 10 repetitions. Squeeze and hold for 5 seconds, then release and repeat again. Try to do the Kegels at least once a day, but shoot for three times a day if you can. Don't be dismayed if you get tired or feel the muscle losing the squeeze. As you get stronger, you will have more and more control of that squeeze.
Once you have been doing sets of 5-second squeezes faithfully for about 3-4 weeks and you can keep the squeeze consistently for the whole 5 seconds, you can try to extend the squeeze time to 8-10 seconds. You just squeeze, hold it for 10 seconds, and release. Then repeat this for 3 sets of 10 repetitions one to three times a day. The next level after this would be to practice the squeeze while you are masturbating or during penetration with your partner. It takes about 1-2 months of Kegels to really have solid results, but it's worth it.