Potty Training: My son is 2 years and 3 months old and we are frustrated?

I feel awful. He is walking around holding in his pee, crying, yelping, and bumping into things. This is day 5, and I feel so awful for him that I asked if he wanted to put a diaper on and he said no. Now I have no idea what to do. He went twice yesterday in the potty and received a reward both times, as well as this morning. I thought the reward system would work, but it isn't. Please help.. any advice would help we are completely frustrated!