There are techniques where you squeeze or press certain areas of your body at orgasm to keep the semen from coming out.
JackinWorld discourages this practice, mostly because nobody is certain how safe it is. Dr. Drew Pinsky from MTV's Loveline has said that if done repeatedly it may affect long-term fertility, and we can't see how causing such unnatural pressure in your reproductive ducts can be anything but bad for them. So the official word from JackinWorld is let your semen out of your body when you ejaculate. That's the way it's supposed to work.