X-ray of dog with Bladder Stones from http://www.thepetcenter.com/sur/bladderstone.html (CAUTION: There are surgery pictures here)
You might think its your dogs way of joining in the holiday spirit but I'm sorry to say there may be a problem. I like snow, its yet another way to tell you your dog may have a urinary tract problem. You might think what else is there besides the bladder? There are several parts to the urinary tract: Urethra- the tube between the pee hole and the bladder, Bladder- place to store pee until there's enough to say "hey brain, I'm getting full.", Kidneys- filter toxins out of the blood and sends them with water to the bladder, Ureters- the tubes between the kidneys and the bladder. Boys obviously have more equipment than girls do and you'll see extra stuff in their urine.
I'm embarassed to say this but urine is fascinating. There is so much urine can say about you or your pets health. Urine can tell you if your pet isn't drinking enough, drinking too much (kidney failure and diabetes do make them think they need to drink and urinate more), can give you indications of bladder stones or kidney stones, urinary tract infections, kidney infections, liver problems, prostate problems, etc.
There are times especially with stones and crystals that the urethra gets blocked. This is an emergency situation but it isn't as common in dogs as it is in male cats. Should you see your cat in his litterbox straining frequently and not producing much urine, check to see if his belly is tight and sore or skip that and rush him on in. Some animal will complain vocally when their bladder or kidneys are sore. Straining to urinate can be confused with straining to deficate (pass stool) which some animals strain with diarrhea (don't give stool softeners unless you know whether they are constipated, have diarrhea or are unable to urinate and have talked to your veterinarian).
See why I like urine? In some cases of unexplained symptoms, urine is sometimes the first thing we check. So when you see urine that isn't your pets normal pale yellow, call your vet tech up and ask him/her whats up. They may ask you to catch a sample or bring your pet in and we'll catch a sample. Catching urine is often not as easy as it looks and a general physical exam will help the Veterinarians find the cause of the problem.
There is a world of information on the internet but these guys know their stuff and you can trust them. http://www.veterinarypartner.com or www.healthypet.com and type urinary in the search box
As always, don't let your kids eat colored snow!
1/9/07 I thought I'd let you know not to use yogurt cups when collecting a urine sample, it gives us false positives for bacteria.