No wonder you were upset! As if there isn't enough on your plate with a cancer diagnosis!
I think PJ is right, as are you. Change your oncologist. You will have a long relationship with your oncologist and it's important that you trust him/her. It's also important that he/she treat you with respect.
I think I would let this first oncologist know that you are changing doctors and why. However, I would do this as unemotionally as possible or you will reinforce in him the attitudes he currently holds towards women. He will dismiss you as a hysteric and not see that the fault lies with him. A well-reasoned letter would do the trick if you would find it difficult to speak to him unemotionally.
Good luck with your treatment. Sue