My guess? The protein in the urine is probably albumin, which is amphipathic (it has to be to carry lipids, right?). This acts as a surfactant and disrupts the surface tension of the urine causing it to foam more easily when it hits the toilet/cup/whatever.
But I could be totally wrong.
Edit: the physics of bubbles and surfactants
http://www.bubbleology.com/Hydrodynamics.html#Surfactant
Edit2: Here's a pubmed link to an article which may explain it. I'm off-campus and too lazy to sign in to read it.
http://www.ncbi.nlm.nih.gov/pubmed/10752713