I had one (without warning). Just thought I was going to be given a normal internal.
It hurt like hell, so much so that I made me petrified of labour (which I had not been before).
Had DS a few days later after little 'shows' over those days.
I must admit, I would refuse if it was offered to me next time, but I am curious if it hurt so much because I was 1cm dialated already????? (So I was told by the doctor after she had carried out the sweep).