I've had many different doctors check me when I was pregnant (because of the way the practice was set up, I had to visit each doctor in the practice at least once in case they were on-call for my baby's delivery).
Some of the doctors were gentle, others were NOT gentle AT ALL! So it may be your doctor. They may have been "stretching" your cervix which can hurt like the dickens!
Your exams might be hurting because your getting close to delivering baby, and your cervix is changing which can cause irritation when you get exams. And it could also be that if the baby has dropped and is low, that can cause "pinching" feeling also.....
lol... that's just funny the way you asked that!!!
i think sometimes they just hurt no matter what! ive had them hurt and i've had them not...