Are you putting the bows in too tight ?? I would try just a little each day leaving it in longer and longer - not too tight and not too loose...that bad thing is if they keep taking them out they could choke on them....
this has some photos on how to do a bow - I just skip the part where it calls for a 2nd band -
http://www.yorkies4me.com/topknots.htm
and on the peeing - that's called Submissive Urination - this site has really good info
http://www.usask.ca/wcvm/herdmed/app.../suburine.html
and I'd read the whole thing so you can understand the problem...poor little guy - he just gets excited but I can understand how it can become a problem if he pees on people