Do you have a diagnosis of MS?
The bladder is a muscle. Like any other muscle, it can be affected by problems with your nervous system (MS is a disorder of the nervous system), and so can be affected by spasticity..can have spasms.
You need to talk with your doctor if you're not emptying properly. Urine left to "sit" in the bladder can become infected, lead to bladder and kidney infections, and go on to cause very serious illness.
There can be problems with your bladder if you don't have MS, of course. Bladder infections often start out with a feeling of needing to urinate often, and with bladder spasms.
In any case, you need to talk with your doctor about this, and find out what's wrong.