Yes, there is proper etiquette for using the urinal. I have posted this very informative video on tweet at amandasmanners.
For those of you that do not know the difference, etiquette is the rules for proper behavior and manners is the cultural adjustment. Manners is about being respectful to the situation you are in. For instance it is very BAD manners to point out a breach of etiquette. If you are in France, behave as those who live in France do...try and assimilate and be aware of your host albeit a country or person's etiquette. For some cultures it's perfectly acceptable to burp after a meal, in fact it's required, luckily I've never been to one of those places...I'd have to drink a lot of root beer.
Ask me a question about etiquette or manners and see if you can be the first to stump me.