'Early stages' is when the cancer is completely contained within the prostate. If it is detected when the cancer is entirely in the gland, the chance for full recovery is at its highest.
If you're unable to catch it in time, the cancer can spread to the lymph nodes and at that point, the cancer is essentially incurable, but that doesn't mean your condition can't be improved.
Granted, prostate exams aren't the most enjoyable things in the world, but they only last about 10 seconds. It's well worth it. Just think of the possible consequences if you don't get it done.
