There are a few ways to go about doing this. Some women find they can practice enough in the shower or wherever to, unassisted, shoot their stream out and away from their bodies into toilets or onto alley walls. This can be a bit tricky or messy, and it seems like it all depends on how forcefully you can pee and how quickly you can stop once the pressure's died down to avoid dribbling. Here's the WikiHow on that, if you dare.
There are also a number of products called FUDs (Female Urination Device) made to assist you with this process with a much lower learning curve. For instance at http://www.go-girl.com/, you can buy yourself a reusable surgical silicone funnel that you cup around your vulva which guides your pee out and away from your feet and body. It sells for $6.99, folds up all small, and comes in a convenient carrying tube. I'm going to order one once I know what my address is, and then I'll probably get some more to give to all my friends.
Or, you could save up and get yourself one of these.
Maybe we could get some urinals in the women's restrooms too. Think big!