Here's what happened when I had my coil changed recently. It wasn't erotic in the least, as it was extremely uncomfortable.
I was asked to remove my knickers (but no other clothing) while the (female) doctor and nurse were in the room, and lie down on the exam table. They were both in the room while I was taking my knickers off, but were busying themselves getting everything ready. I kept my knees up and together until I was told to put my ankles together and let my knees flop outwards. The doc put on some gloves and inserted a speculum. She had problems seeing the cervix, so asked me to make fists and put them under my bum to change my position. The speculum was opened to such an extent that it was very uncomfortable and then she removed the old coil. I felt it coming out, but it wasn't too bad. The nurse held the speculum in, while the doc then cleaned the area around the cervix. They were having lots of problems getting the light right and so I was asked to move further down the exam table. They have to measure your uterus and this was extremely uncomfortable - I made some ow noises and was also breathing heavily to work through the pain. The doctor said she would stop if I asked her to, but I just wanted to get it over and done with as quickly as possible.
After some more rummaging around, she said it had been inserted and now need to cut the wires. After that had been done, she showed me the wires and made me feel them so that I would know what I was looking for when I feel them inside me. I'm supposed to feel for them once a month, but I never did with my last one, and with my short arms, it's no easy task anyway (any offers?).
I was told it was all over and I could sit up, but to sit still for a while. They provided me with a sanitary towel as I was bleeding and I saw the transparent speculum they had used - it was covered with blood - not a pretty sight. I felt very sore for a couple of days afterwards, but that was all.