I can totally understand your apprehension. I think your best bet would be to go to a doctor. If you tell them your concern about the exam, they might just have you do a tape test without looking. A tape test is where your doctor gives you a kit containing tape and in the middle of the night when the worms are more active, you apply the tape to your anal area and swipe. You bring the tape in the next day and the doctor looks at it for pinworms under a microscope. This is what they do for most kids with pinworms and I'm sure you can ask for this without the exam.
Regardless, it is embarrassing to have your genital/anal area examined. I would feel a lot more comfortable with a female doctor and they are usually more sympathetic to the exams and I am a female but if you are a male, you may want to see a male doctor. I can promise you that you will not pee while being examined and you may want to know that for the future since both sexes and especially females are examined quite often as adults. Don't stress yourself about seeing a doctor. You could ask for the tape test and see how it goes from there. Good luck.