They want to do the vaginal ultrasound to see if you have cysts around your ovaries.
There are some great books and resources on this board.
These are some of the better books, in my opinion:
A Patient's Guide to PCOS
The Insulin Resistance Diet
The Savvy Woman's Guide to PCOS
I also recommend reading Good Calories, Bad Calories
and it's mostly because I've found Paleo style of eating to be very easy to follow when you're looking for a way to treat PCOS.
Last but not least, you can seek out help from other doctors. The thing is, unfortunately, this is a situation you manage, rather than "cure". You do have to make a lifestyle change.
Of course, you need to understand what's going on in your body in the sense that you need to figure out how carbs are absorbed and managed and how they affect you and what are the best ways for you to be healthy.
You may never be scarecrow thin, but you can be healthier and I think that's really point of this at the end of the day, right? It's not about how much weight you're losing, but whether you're maintaining your blood sugar level steady so you don't develop diabetes, you're managing your hormone levels so they don't cause you infertility or other symptoms later and so on.
It's overwhelming at first, but also very liberating once you start figuring out what works and what doesn't work.