I read about this before - it's a total scam. You cannot determine the baby's sex from your urine. And there is no chemical that turns different colours to indicate the sex.
Baloney!
There is a new test out that is accurate, but it uses blood. There was a news article about it because there was concern that wanting to know the sex so early (like at 6-8 weeks) could indicate that parents were planning to use it for gender selection, ie abort if it wasn't the sex they wanted and try again. That's not such an easy thing to do if you're finding out the sex at 18-20 weeks.
Sorry, that's a bit besides the point, but I remember the article and know that the blood test exists, but no way on the urine test.