Same concept as Ben-Wa Balls, but pricier!

http://www.allegromedical.com/sexual-well-being-c524/ben-wa-balls-p216691.html

"Ben Wa Balls may also be used to simply increase the strength of the pelvic floor muscles, much as Kegel exercises are used today. Similar to Kegel exercises, Ben Wa balls and other shaped vaginal weights are recommended by gynecologists and obstetricians to increase vaginal elasticity and bladder control. Vaginal weights come in a cylindrical shape and are used in increasing weights to strengthen the vagina, which improves sexual performance. Mild urinary incontinence, such as that which occurs while laughing, or sneezing and occurs more often as women grow older, can be treated with Ben wa balls, vaginal weights, or Kegel exercises."

The devices shown on gims' site include biofeedback controls which are helpful. Doing this as an actual daily exercise rather than whenever it occurs to you is a lot better, and it is good to see your progress.

Oh, and your partner will thank you.