Don't say anything. Sure it's embarassing, but it's also quite natural. Next time, just lock the door.
just ask them to knock - it shows a respect of your privacy, even if you aren't masturbating at the time. as for the porn, well.. you aren't technically of age to look at porn now are you? and it can leave nasty bugs on your computer. Whatever you decide to do with porn, just remember that it's NOT real life and that most chicks don't get off the way porn chicks act like they do.