It's probably not the urine, it's probably the Anal Glands. When the Anal Glands on a dog are full, they drain and the drainage has a fishy smell to it. It is very inexpensive to take your dog to the vet and have them emptied. I think my vet charges $10! If the Anal Glands are not emptied, they can become Infected, Impacted and Extremely Painful for the dog. Dogs usually empty their Anal Glands when the go poop, but sometimes they get clogged and need to be emptied.
It can also be a sign of a urinary tract infection or something going wrong or being off with the internal organs. Either way I'd say a trip to my vet is in order to be sure it's minor and not serious.