Relaxing, IME, does help because fear, up to a certain point, will always amplify pain. It's a lot easier said than done, though. The only thing that has really helped me with that kind of thing is Lamaze style relaxation stuff. Forcing yourself to breath normally and not tense up, etc. I don't know if you have someone close that can go with you and hold your hand and keep you calm, but if you do, it wouldn't be a bad idea.
You know what I always hated? When they tell me that "It's just a little pressure." It makes me want to rip their tonsils out and shove them up their rear.