my lab pees on my mini doxi

I really have no idea why he would do that unless he gets real excited when he is playing with the other dog. I would find a really good dog forum, and there are plenty of them online, and post the question to other dog owners. They can give you reasons why and what you can do to stop or curb his behavior.

Sometimes dogs pee on each other in an act of domination (similar to humping - like how some dogs will hump another, even if neutered, in an effort to dominate another dog). You might want to try corrective action when it happens, to try to change the behavior and let the lab know it's not a good thing.