I was concerned about this too when I started eating healthier and drinking more water. I swear I was going to buy stock in toilet paper!
According to what I found on the net and what my doctor tells me, the average person pees 7-10 times a day, more if there is a lot of fluid intake. What one needs to be concerned with is the color of your urine. If it is pale yellow or clear, then there isn't anything to worry about. It is when your urine is dark yellow or a yellowish orange then you aren't drinking enough water. However, there are some vitamins and foods (like asparagus, broccoli) that will darken your urine. I found when I started on a multi vitamin or when I ate a lot of asparagus.
Also - when you first start drinking a lot of water, your body will (depending on how dehydrated you are) store the water for a day or so and then you will notice a drastic change in the number of times you urinate.
As you lose weight, water helps flush the fat out of your system, so it is very important to drink your water!
Hope this helps!