“Please! You've got to help me!”

You're moving to a new apartment next weekend. You need help to move all of your stuff. You asked your close friend to help you move, but he hasn't said "yes" yet. So you beg him:

Please! You've got to help me!

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“I finally had to swallow my pride and beg my parents to lend me some money.”

You're telling a story about a situation you had in the past: you lost your job and didn't have enough money to pay for your rent. You tried to find money to pay for it yourself, but you couldn't. So you asked your parents for money. You say:

I finally had to swallow my pride and beg my parents to lend me some money.

I finally had to (do something)

Use this phrase when you're telling a story. It's useful to tell a story about this kind of situation: 

1. You had a problem.
2. You tried a few different ways to solve it which didn't work.
3. You use "I finally had to ___" to express the last thing that you tried.

In the example above, the speaker tried to get money in a few other ways. Asking his parents was the last thing that he tried.

Here's another example:

I finally had to just cut him off.

swallow (one's) pride

Here are some examples of "swallowing your pride":

Having to ask your older brother for a job, after you refused his help and tried to find a job on your own for 6 months.

Admitting that you were wrong after you had an argument with your sister.

"Swallowing your pride" means asking people for help, even though it makes you feel embarrassed or lowers your status.

beg (someone) to (do something)

"Begging" for something is like "asking" for it. But it also includes lowering your social status. Sometimes when people "beg", they bow down or get on their knees in front of the other person. "Begging" for something shows that you really want and need it.