Yes, and it is good. I read some Q&A site and a scientist posited that the reason we shiver is because there's a feedback from painkilling neurotransmitters built up as urine is being stored in your bladder. As you do the number one, all that acetylcholine now has no pain to kill. So you likely shiver more the more you hold it in.
I think everyone gets that at least momentarily, becaue it seems like your muscles et al go in a system wide freeze or something when you sneeze. I've always heard (but never read or confirmed) that you lose a heartbeat.