Funny you mention this, I recommended these to a guy the other day.
I found some on clearance at target for $5 (a 2pk). I'm pretty sure they're so your junk doesn't go jumpin all around when you're doing physical things like you said. There are plenty of different brands of briefs like this.
Anyways, I love them. They fit nice & snug and are reassuring for those days when I'm going somewhere to work out & there will be other people and I'm paranoid of my packer falling out. They're worth the buy for me, I plan on buying more. I never use the front hole in my boxerbriefs to go pee anyways; it's just a hassle.
*edit
Didn't see your last question about peeing. You just pull your junk out over the briefs and hold the briefs down with your hand a little while you're peeing. It's not that hard, trust me

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