It's a bit gross when you first begin but once you get into it, it's not that bad. Try not to think of it as a cute little pig, just as something you have to dissect for school. Don't personalise it, know what I mean. I didn't really get upset afterward but try not to think about it too much, that will ruin it. Just make sure you wash your hands after because the formaldehyde is rancid. Simply enjoy the science of it!
Hope this helps. I had the same fears before I did it too, we dissected them a few weeks ago.