Why is it that whenever you finger your girlfriend she always has to pee?

This is probably not urine, but vaginal lubrication fluid building up in her bladder. Very few women experience this from being fingered, so if she does, encourage her to let it go! You'll get sprayed with the same stuff that is on her private parts, and it will feel awesome for her! And the best part: it will continue at regular intervals until she reaches climax!