Bella -
I have had 2 internal scans done... a dating scan whilst pregnant with Noah... and the other was at 10w with this baby due to unexplained bleeding. Both times I was offered to insert the probe myself... and both times it was painless. I was covered over and there was nothing that anyone could see (trust me, DH tried to look!!! lol)
I liked the internal ultrasounds as they do give a much clearer picture.