Not a guy., but if the saddle doesnt' fit , then male or female, it's going to hurt.
I used to have a dressage saddle that I dearly loved. But, anything more than a walk and my lady bits were mashed and majorly sore the next day. Finally got rid of it and got another saddle which does not have this issue.
It has to do with the shape of the seat. YOur saddle might be too small for you, or angled too much upward in the front part (the seat, viewed from the side, looks like a bit of a "V". ) A flatter seat might be more comfortable.
And don't worry about this issue. I see no reason why this is embarassing or in appropriate. Comfort is comfort, and if you don' got it, you ain't a going to wanna ride.