The band's name drew no end of grief from label executives and music critics, and even prompted a columnist in "The Tampa Tribune" to bemoan "the decay of morality" demonstrated by "increasingly dicey" band names "a la Butthole Surfers, Pee Shy and others." Band members explained that the name originated from a nickname that Wheeler had received from an old boyfriend. In their early days they also performed a song called "Pee Shy," in which urinary reticence became a metaphor for unexpressed longing—as exemplified in the crucial line, "If you won't leave, I can't start." The band apparently never recorded this song.