Stress urinary incontinence is the uncontrollable leakage of urine with physical effort or stress, such as coughing, sneezing, or exercise. Treatment for stress incontinence can be surgical or non-surgical. Different non-surgical treatments include pelvic muscle exercises and pessary use. Pelvic muscle exercises (often known as "Kegel" exercises) train and strengthen the pelvic muscles and improve incontinence. A pessary is a medical device that fits inside the vagina to give the urethra and bladder extra support and prevent or reduce urinary incontinence. Exercises and pessary use can help women with stress incontinence but it is not known which treatment is better, or if a combination of the two treatments at the same time is best. This study will determine whether pelvic muscle training and exercises, pessary use, or a combination of both exercises and pessary is most effective at improving incontinence in women. The study's primary hypothesis is that pessary use is more effective than pelvic muscle exercises after 3 months of treatment.