I think Typo said it best.
Often times we are most ashamed of what we feel like we have to hide or keep secret. And especially the things society regards as 'gross', 'disgusting', so on.
When it comes to these types of interests, I find it is /very/ important to first accept yourself and your interest. Personally, I find nothing wrong with urophilia as it doesn't really harm anything/one involved... The trick after becoming comfortable with yourself is then finding someone to share the interest with. Honestly, plenty of women have the same fetish, I promise. Like Ein said - trying to find a community with common interest is a great start. It also helps you feel less alone and 'nasty'. Its what I do with some of my what society would consider 'sicker' sexual desires.
Either way, you certainly shouldn't feel bad. And I don't see any real reason you should change... Its a pretty easy-going fetish in my honest opinion and hell, I think it could be much worse.