Once Pandu was on shikar. He saw a deer. He followed it. When he fired a bow, then he saw a rishi doing sambhog with her wife. Her wife died with that bow. Then the rishi also died with same arrow. But, before death, he cursed Pandu that whenver he will have sambhog with any femal, he will die at that time.

Now, Pandu had two wives – Kunti(Sister of Vasudev) and Madri(Madra Princess). Kunti was avoiding sambhog but Madri was too sensual. Since, Pandu was bound by the curse, he said since I can not bring heir to the kingdom, so I am going for Sanyas. And hence, both wives – Kunti and Madri also followed his husband to the forest as sanyasi.

Kunti had a boon from Durvasha rishi that she can have child by mantra with some God Ahvahan. So, she had three child – Arjuna(Indra), Bheem(Pawan) and Yudhisthir(Dharmraj). Now, Madri wanyted to have child. So, Kunti trained her with that mantra and she also had two child – Nakul and Sahdev (Ashwini Kumars).

After some time, in a Spring season, Pandu and Madri got sensual and had a sexual relationship. Instantly, Pandu died bleeding. After that Madri also went for sati. Then Kunti looked after all 5 sons.