It is very common for men to get an erection during a non-sexual, massage therapy session. This is a natural and normal reaction to touch. It does not necessarily indicate a sexual desire for the therapist. The therapist understands this, and will not make a big deal of it. She will place a towel over your groin area and continue with the massage.
Many men avoid massage due to fear of an erection, and others choose to not return to a therapist because of an erection and the embarrassment they feel. Please do not be embarrassed. It's normal. It's natural. And, as long as you make no sexual advances toward the therapist, it will not be an issue.