Are you sure she'll be doing an internal? A lot of places don't routinely perform internals on pregnant women anymore - It's just not seen as necessary - You might only get one once you actually go into labour. They may want to give you a sweep, though to help move things along for you...
If you do not want an internal, you are well within your rights to refuse it - or to request someone else to do it if that's your only concern. Don't let them do anything you're really concerned about. If they do have to do one, [edit: let me rephrase that: If you decide to let them do one anyway...] try your hardest to relax - it's much less uncomfortable that way. If embarassment is the problem then just remember that midwives and doctors are doing these examinations all of the time and will be 100% professional about it. The best thing you can do if you let them go ahead is to stay calm and relaxed. Have your OH there if it will make you feel more at ease.
In the mean time, tonight you might wanna step up on the

, rasberry leaf tea, evening primrose oil, nipple stimulation, walking - whatever else you might be trying! - and just hope to God that it gets things started for you before the morning! lol