You can always say out loud if something at the doctor feels uncomfortable, and you can also ask more questions about the exam and why you are getting it. You can also ask if there are any things that can be done to make you feel more comfortable, like having a nurse in the room during the check up instead of your grown-up, if you can get the exam next time you go, or if you want a doctor who is the same gender as you to do the exam. You may still have to get the exam, because your grown-ups are in charge of your healthcare, but you can always say it out loud if you are feeling uncomfortable and ask what they can do about it.