Women commonly have symptoms of stress urinary incontinence (leakage with physical stress such as coughing or sneezing) and urinary urgency or urge incontinence (leakage associated with the overwhelming urge to urinate). Non-surgical treatment is usually offered as first-line therapy, such as pelvic muscle exercises ("Kegel" exercises) or pessary use. A pessary is a small ring that fits inside the vagina. Pelvic muscle training and exercises may help incontinence by increased awareness and strength of the muscles that are used in holding the urethra closed. Pessary use may help incontinence by providing more support to the bladder and urethra. Both treatments can be helpful in reducing or eliminating incontinence, but it is not known which treatment is better. The study will compare the level of improvement with pelvic muscle exercises, pessary use, and a combination of both exercises and pessary.