The ones I had didn't hurt. I don't think they should really hurt. If it happens to you again, tell them it hurts a lot and to please stop the ultrasound. And don't go back to that guy, because he doesn't sound very empathetic. I would consider filing a complaint, because he might need additional training.
Vicky, I had cramps early in pregnancy. I think that is common. When you go for the ultrasound, ask them to explain the procedure before they begin so you know what to expect. They may or may not use a speculum to look at your cervix before starting (my doctor does, but I've heard from others on this website that that's not common.) Then they will cover the ultrasound device in gel and a latex cover and insert it into your vagina to view your ovaries and uterus. If it's painful, say something. For me, it's not very uncomfortable at all and not painful. I just looked away and at the monitor and images and not at what she was doing down there, and I found it to be a very interesting experience. Since you're only 5 weeks pregnant, they may or may not be able to see the baby on the monitor, so don't get upset if they don't. For some people, it doesn't "show up" until weeks 6-7. But they will be able to measure the size of your uterus. Don't be afraid to ask them questions. Good luck, hon.