Women with stress or mixed urinary incontinence will be randomly assigned to 1 of 3 groups: (1) pelvic muscle training and exercises; (2) pessary use; and (3) both exercises and pessary. Women in the exercises groups will have 4 visits over 8 weeks with a specially trained therapist for pelvic muscle training and exercises. Women in the pessary group will be fitted with a pessary to be worn continuously. Assessments will include questionnaires, bladder diary, and physical examination. Follow-up evaluations occur at 3 months, 6 months (by telephone only), and 1 year after initial treatment.