First of all, may I reiterate the points made by LadyDoc. Infections are easily passed, and there's no reason to run a risk. Besides, since medfet exams are a form of psychological stimulation, the sound of the latex gloves being changed and snapped back into place while the patient waits, knowing what's coming, can only add to the experience, at least I would think as much.
As for the order of the exam, first off, real exams are indeed done "top to bottom" as has been stated, and they can be quite involved. EENT, head and neck, chest and back (heart and lungs, spine), stomach and abdomen, extremities including reflexes, pulses, possibly range of motion, etc.), height and weight, BP, throat cultures, and so on. Secondly, in most all cases these procedures help build the patients' anticipation, and doing them after the breast and pelvic/anal exam would somewhat defeat their purpose in regard to role play. The fact that the patient must sit still as the doctor is probing and checking her in so many ways, possibly brushing her breast through the gown here and there, and perhaps pulling the gown down a bit too far as he steths her chest and back while she maintains her composure, are all part of the "magic". Finally, if you want a good idea of the proper order and approach to doing an exam, consult Mercks' Manual, which offers a very comprehensive overview of exam procedures.