I suffer from the same thing, it's really not as rare as people think (I've probably found a hundred other sufferers online by now). I've had it for 15 years, but only found out it had a name and that I wasn't the only one in the world about a year ago.
Yes, it is incredibly embarrassing and frustrating. It has affected my relationships, vacation plans, business trips, and more. I would give ANYTHING to not have to deal with it. I've had sleep studies, tried the CPAP (horrible, don't bother), surgery (didn't work for me) and an oral appliance (didn't work either). I question whether those people in the study were really "cured".
This condition *****, but we're all hoping that by putting our heads and experiences together, we can find a solution. Please join us at the Yahoo group, catch up on the posts, and (if you'd like) even participate in the discussion? It has been fairly active and it's extremely interesting (and oddly reassuring) to know we are not alone...
Yahoo group: http://groups.yahoo.com/group/catathrenia
What you're describing sounds like catathrenia, where you'll moan or groan while sleeping. I wrote a blog about this a while back on one of my older blogs. I also describe how to treat it.