First, CONGRATUALATIONS on your pregnancy! You need to take care of YOU and your baby, and not worry about what this colleague might think. Your relationship w/your OB is a very intimate thing. With my 2nd child I changed OB's (and practices) because of a very bad experience w/1 doc in a practice of 8 and I didn't want to take a chance that this guy was possibly going to bring my precious little one into the world (it was the luck of the draw as to which doc was on-call when you went into labor at this practice). It is SO important to be comfortable w/your OB so you can feel free to ask questions, be reassured, and happily remember the day your child was born. You don't want the discomfort you feel w/this woman to taint your memories of your pregnancy and childbirth, because you will remember these experiences for the rest of your life. You especially want someone you're in sync with when it comes to childbirth (they support you in your birthing plan, listen to your concerns, are open to hear your ideas). Otherwise, you may have a fight on your hands regarding things like c-section, induction, etc. You and your baby deserve to see someone who treats you well and is not rude.
I agree w/those who have said change docs and tell your colleague that you didn't feel comfortable having a patient relationship w/a colleague. Maybe you want to see a midwife instead, and if so, tell her that. If she doesn't like it, so be it. You're not having this baby to please her, and you need to go where you are comfortable. Your pregnancy is about YOU! Please take care of yourself and your precious little one.
One suggestion: you might want to put a post on here that tells what city and state you are from and ask moms from your area who they liked and why so you can do a little research and not play musical docs during your first trimester. You can call OB practices and ask a few questions to find out their policies regarding appointment practices, on-call docs, do you see one doc the whole pregnancy or do you rotate. After my bad experience, I asked on here and got 2 great leads. I checked them out, called the practices, and I went w/the one that only had 4 female docs. That way I could see all 4 docs during my pregnancy and not have an on-call doc show up to deliver that I'd never met. Just a suggestion.
Here's wishing you a happy and healthy pregnancy!