You can complain to the doctor's superiors (if he's not the boss of his own practice) and/or to the state medical licensing board about the behavior. What you cannot due is sue:1) You could have walked away from the exam and refused it, but did not--therefore, your own action is a proximate (or direct) cause of the incident;2) The law does not, except in very special cases which do not seem to apply here, allow for the recovery of compensation for being scared and humiliated, so since you do not appear to have suffered physical injury or large costs due to this, you would not be able to recover compensation.