I don't think doctors think in terms of embarassment, really. You have a potential medical problem, it's their job to do something about it, and frankly they probably poke at sphincters and genitals frequently enough that they don't have any problems with it any more.
I've been there with haemorrhoids (and lo and behold, the ENTIRE INTERNET now knows about my butt problems and they wish they didn't), which didn't bother the doctor at all. I was probably the more worried one when he put on the rubber glove in order to poke a bit. :v
So basically, unless you've been stashing stuffed toy animals in your rectum in order to hide them from jealous siblings, don't worry.