You have to have a UV light. If you're old enough to remember psychadelic posters - the lights that made the weird colors show up were UV or black lights. The "black light" bulbs that you screw into a regular light fixture are incandescent black lights, you won't see anything fluouresce with those.
I have two UV black lights and I can vouch that they work beautifully. You must have a perfectly dark room, as black as you can get it. Any light at all in the room and you won't see anything, but in a dark room pee fluouresces quite vividly.
You can buy a big one from Wal-mart for about $15 to $20. It will be a long fluourescent bulb contraption over in the lighting aisle. Wait until dark, or darken the room, turn off all the lights, turn on the black light and oh yeah. You'll see pee stains.