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You are having bladder irritation
because of the inflammatory reaction brought about by BCG
inside the bladder. Not to worry. This should clear up within a week. Avoid much fluid intake 6-8 hours before the therapy. Get plenty of rest. Avoid sexual intercourse as BCG could be transferrable to your partner and can cause TB like disease. Drink plenty of water. Eat plenty of fresh fruits and green leafy vegetables. Wait for a week for the symptoms to subside. If it doesn't you can consult your Doctor for methods of relief.