It's embarrassing sure, but it's something that should be talked about...in fact, it's a great way to open discussions about values and morals too. You can't just assume your kids are going to have the same values on love, marriage, sex, intimacy etc. as you do unless you have open dialogue about that stuff. Some things they will learn by example, but other things there needs to be discussion.
My Mom was completely embarrassed to discuss any of it with me and just handed me a book. I wish she had been braver, because maybe I wouldn't have been sexually active as young as I had been if I thought someone was paying attention.