I never had to apply for jobs so I can't use anything like that as an example, but I'll use the time I was going to take my driver's liscense examn as an example!
I've never really had a problem with any test in school and such. More like I didn't really seem to care that much. >.> But ok, oddly, I found myself starting to get sweaty about 15 mins before I was going to take the examn for my liscense (Which I found kind of odd, since I was confident in my driving, although maybe less confident about keeping a stranger happy sitting next to me?).
So anyways, no probs before, all of a sudden, anxiety! But I just figured. "Hey, I'm here now, I can fail and do it again if I need to but that will just take up more time and money, and the examinator isn't going to wait for me. So I'll just have to clear my mind and do this. Because there isn't really another choice anyway.
Well, the clearing the mind didn't work very well for me. But I did calm myself quite a lot by thinking that I just had to do what I had to do. And the instant I was sitting next to the examinator, all anxiety dissappeared into thin air and I was no longer in distress about anything. So my advice, just put your self in the aforementioned situation, and do what you have to do. Because there isn't much else that can be done about it. No? :P
You know, now that I think back of it, I think I wasn't afraid of failing the test or screwing up, but afraid of sitting next to a total stranger who was going to make an important judgement for me.