The Dog whisperer says if they pee on you, it is lack of respect. It might seem funny, but could lead to more serious problems, like agression, if it is not corrected.
You need to establish yourself as te pack leader, believe me hey would NEVER pee ln the pack leader.
Here is a link to his site.
http://www.dogchannel.com/experts/ce...aspx?WT.srch=1