If I recall from biochem way back in university, Vitamins B does this to pee when you take a higher dose than your body is used to. It'll stop after a few days.
Now, the reason for this is a complete mystery to me!!!
Yes, good vitamins always do this to me too, including the Rainbow Light Once a Day Prenatals I took while pregnant. As everyone else has said, it's just your body flushing out the excess vitamins that your body doesn't need and can't use. It' actually a good thing because it means the vitamin has broken down and you have digested it, and are just getting rid of the excess. Rainbow Light multivitamins are a great quality!