What you need to do is find interesting toys for your dog to play with while you're gone. It lowers anxiety and keeps her thoughts on other things. Also, when you leave, leave 10 minutes and return. When she stops urinating, make your leave longer. It helps her adjust. If you're leaving to work, then I still suggest toys. Bones that food falls out of when moved, for example, are good for them when you're gone.
You also need to establish dominance over your dogs. They feel as though they need to compete for any attention. You need to help the dog realize they get attention when >you< want to give it to them, not when >they< want you to give it to them. Practice making a dog sit while you give the other one attention. Then switch dogs. After a while, the dog will realize they will recieve attention if they're patient.