Something does need to be said to them. Personal boundaries is something that needs to be taught from a young age. And if it isn't it can lead to all sorts of problems, stemming from not knowing what is ok to happen to them or even what is ok to do to others. It's not something you should be ashamed of and it will not damage them to know that what they did wasn't ok and to teach them what personal boundaries they need for themselves and they need to give others. Even if it makes you uncomfortable it's something that is extremely important. Second to that if you don't know exactly what to say you can contact relationships austrlia or similar and they will put you in contact with a sex education counsellor who will give you the best advice on how to deal with this situation.