I've had two vaginal exams (not for smears):
1 - was given by a female doctor, she warmed the speculum, applied lubrication and was very gentle. She talked me through every step.
2 - was given by a female nurse at a GUM clinic. The speculum was cold, the largest available and not lubricated. She was rough and it was extremely painful. She did not keep me informed of what she was doing. I bled for a while afterwards.
Whilst I agree that relaxing is key (and I relaxed for both), the situation can be entirely changed by the person performing the exam on you. It's fine to say "relax, it's usually the fault of the patient if it hurts" but when someone has not prepared the equipment suitably (by selecting the correct size and lubricating it) and you are made to bleed then it's NOT your fault.