The prostate examination I had in hospital (when I'd been admitted after not peeing at all for 11 days) was nothing more than a doctor sticking a couple of fingers up my backside for a quick feel around. It's not exactly the most pleasant of examinations but, in the wider scheme of things, it's 'no big deal' really.
Later on I had a urine flow test at the hospital, where I simply had to pee into a special bucket that measured the rate of flow. That was then followed by an ultrasound examination (which is basically the same quick, totally painless procedure that pregnant women have to check up on their babies' health), to check to see if I was retaining any urine after peeing.
My guess is that (as your GP's surgery probably isn't equipped with the 'measuring bucket' that I peed into), your doctor will ask that use the loo before examining you. He/she will poke his/her fingers up your posterior and then get you to lie down so that the ultrasound procedure can be carried out.
It might not be very dignified but it's nothing to worry about ;-)