Sometimes it might be necessary if you are needing to push and the midwife/dr wants to speed the delivery up by trying to push the cervix over the baby's head to facilitate birth when you are not already fully dilated. Obviously this would only be done if the baby needs to be born quickly (fetal distress) or in some case for the benifit of the mother with her consent of course.
This is why my OB did it, and yes.. it hurt! Well.. the initial internal during contractions didn't hurt that much.. it was pushing the cervix over the head that hurt!! For quite a while I was pushing & dilating at the same time. I told the midwife this.. I could tell it was both. The internal showed me moving back & forth from 6cm to 8cm & back again. Both mine & DD's heartrates were up quite high, and DD was prem, so I would think that's why we moved things along a bit. Once she was out of the cervix she crowned and was out within a couple of contractions.

ETA: Interesting link Julie. I was bearing down like I was trying to get her out with each contraction. I wonder how a trained eye would have seen me. I think the midwife knew what was going on.. and I told her what was happening anyway LOL. I've never felt forced into VE's or violated by them. Maybe my midwives & OB had good bedside manner LOL.