I posted this on the Yorkie forum but no one has responded. That site isn't like this one

it's a potty question so should be the same for as a chi... anyway, can anyone help?
I am familiar with how to potty train. I get the positive reinforcement, putting him straight on his pee pad when he has an accident, etc. etc. BUT, since he's been in a cage forever and has never had free roam, can I do anything else. Today is his first full day with us and he does have a playpen. I take him out of it and keep him confined to our VERY small living room within an arms reach, yet each time I take him out of the pen, he is either peeing or pooping, EVERY TIME. He has no concept of pee pads. What can I do to help him STOP peeing everytime I take him out. Is there anything else? I want to let him out more so I can play with him but he's constantly going to the bathroom. I'm talking right after he peed in his pen, I took him out, and he went again.

We're going to the vet either tomorrow or Fri just to check him out and make sure he's healthy. This pee thing has me concerned.