I had one a while ago, and was similarly terrified. It was ok, I promise.
The prep was by far the worst part - except maybe the waiting to be called into the cubicle. The procedure itself was fine, and I am a wuss. They chat away, and although you are awake, the sedation means they could drive a tractor up there and you wouldn't care.
I know it's pointless saying so, but do try not tow worry. It doesn't hurt, and isn't embarrassing - I was treated with dignity throughout.