Exwhysee said it well.

If you're just finished working out, you've got the blood flowing anyway. It's going to happen. I just finished my college years in the dorm and community showers. Boners happen. If you act like nothing is wrong, and move on with life, it's no big deal. They will check it out, but once they do, they'll move on with life too. Be ready with a remark to the creepy guy who talks to you about it, but just act with confidence and do what you came to do, and you'll be fine.

If it is that big of a problem, shower at home.