Maîtresse, Mano Destra, Romance, The Piano Teacher, The Night Porter and a comedy Preaching To The Perverted. I guess La Belle De Jour also fits up to a point. The French make this sort of film so well and don't have to kow tow to censorship by the moral majority or other puritanical social elements.

You might also consider looking at Empire Of The Senses and In The Realm Of The Senses, while not exactly bdsm, they are about sexual obsession and could do very well at leading into a discussion about such things as bdsm and D/s inparticular.

Oh. And just to give you the hibbie-jibbies, you might find Base Moi and The Audition (Japanese), they are worth looking at just to let you know what you might be letting yourself in for when you tangle with a woman. LOL