The midwife did this to me when I was getting my internal after being induced with gel. I was already having contractions about 4-6 mins apart, and she did this to get things moving. OMG - it sure did!!! I bled a little from it (so if you are getting one done go armed with pads) and it immediately set off the contractions about 2-3 mins apart.

This was probably because I was in the early stages of labour though - I think if you aren't quite ready, it might help to move things along, but end up doing nothing.

If you are at 39 weeks - I'd suggest taking ALL the help someone can offer you to get things movnig!! Good luck
Fi