Tips on settling 3 year old into nursery - Help!

[magicknickers]

My three year old daughter has been at home with me full-time until now and is quite shy and clingy. Up to now, the only other carers she's known are her dad and my mum.
We've just moved to a new area and have got her into a good nursery - the plan is for her to go 2 afternoons per week.
We had the first 'settling in' session today and she just hid her face in my lap and howled for 15 mins, until the manager suggested that we leave it and go back in a couple of days.
She is fairly shy and it takes her a while to adjust to new things, but I wasn't expecting this - at least not until it was time for me to leave her!
Has anyone else had experience of this? What should I/can I do to make the transition easier? At the moment I'm worrying that I've done something wrong by being with her all the time and am worried that she'll have a hard time at nursery/school as a result.
We have been going to music groups/swimming/dancing/playgroups since she was tiny, so she's used to being in new situations. It usually takes her a while to adjust - but she's not usually this bad.
Any suggestions?

My experience with DD was that it was MUCH better when I took her in EVERY day for the whole morning and treated it as a stay and play. It took 2 weeks before I could even think about leaving her there and then 2 weeks after that she was ok. Gaps seem to make them nervous and the sooner they get familiar with the place, the staff and the other kids, the sooner she will feel comfortable there. the only way to achieve that is loads of exposure. In week 2, I would 'pop out to the loo' without her and always go back. There was also lots of chat about what nurseries are and why children go and that Mummy's always come back etc. It is tough BUT it is going to be far easier for her to go through this all now than when she starts school I think? It is tough though so big hugs.