In my opinion crate training a pup is the best way. There are so many things that can go wrong with having your pup in the bed with you as you are now finding out. Peeing is the least of your problems, what if she falls and breaks a leg. I've had much success training all four of my Yorkies and you can find out how I did it on my website Dawn's Yorkies!
Training Tips - Dawn's Yorkies