1689 Dear Br. F. As-salaamu alaykum. Whether you are praying or listening to the Khutbah, the proper thing to do is to go to the bathroom instead of holding yourself. This is the sunna of prophet Muhammad (pbuh). You should not say I want to listen to the sermon or finish the prayer nor feel embarrassed. Actually, those who do stop their prayers when they have the urge to go to the bathroom are those who apply the rule correctly. If this happens to you often, then try to go to the bathroom before you start your prayer. Thank you for asking and God knows best. ========
(Source: IslamiCity) Classified in Khutba > Jummah