It happens all the time and it's nothing to be concerned about. There is not a man in the world who hasn't at least a few times gotten an erection at the gym while exercising or in the locker room or showers, so you have lots of company. Erections are normal and natural and are nothing to be ashamed of or embarrassed about.

Now, what should you do when this happens? Don't do anything! Just carry on with what you'd be doing if you didn't have an erection, whether it's exercising, showering or dressing. You should niether attempt to hide your erection nor call attention to it. In all likelihood the other men will pretend not to notice.

If someone should comment that you have an erection, act surprised and say "Oh, do I?" Then look down at yourself and say "You're right, so I do. Thank you for noticing." Then change the subject. If he should attempt to steer the conversation back to your erection, look him in the eye and ask "Why is my penis so fastinating to you?"