During my annuall physical, my g.P. Only took blood psa, for the prostate...Isnt a prostate exam (the finger) recommended?

Yes. The american urological association recommends a psa and digital rectal exams beginning at age 40. Depending on those results, you may not require annual checks until age 50. Your family history is also important, especially if there is a history of prostate cancer in the immediate family.
Yes, need DRE.... - "normal" psa (0-4 ng/ml) doesn't guarantee no prostate cancer (p-ca); vice versa. - a trend of progressive psa elevation is meaningful, especially by >0.75 ng/ml + any suspicion of uneven consistency or local hardness on digital rectal exam (dre) require prostate us + bx. - the prime age for prostate cancer screen is age of 55-69. Detail? To http://formefirst.Com/newauapsa.Html.
Ask for it. You as a patient have a voice in your healthcare concerns and can simply ask for one.