alyssa wow, exciting to know your baby could be here in 2-3 weeks! Would be a bit premature but big enough to be treated as full term wouldn't he/she?
stom your apprehension is completely normal and I agree wit Alyssa- I'm on my 3rd too so it can't be that bad 
I'm actually more anxious about the bf but that's just as I've struggled so much in the past.
I'd also really recommend natal hypnotherapy CDs- they just relax you and give you the confidence to believe in your body. The one thing I really think that helps is really trying not to panic or fight against it if it starts getting quite painful (during active labour) you see women on tv screaming and writing on the bed in panic- their panic is making all their muscles tighten up- including the ones down below so labour will be more painful and possibly longer- and I know its easy to say this, but if you try and go with the contractions (let them flow over you, using breathing) your body will naturally know what to do. (Sorry sounds a bit hippy-ish but I'm far from like that!) Obviously pain killers are extremely useful and if you're struggling to cope then use them (depending on what you've looked into and prefer) I used gas and air and concentrated on it for each contraction, it was something to focus on. Like alyssa says, you get a beautiful baby at the end of it and it's so worth it 
and just when you think you can't do it (sometimes happens In transition just before pushing) you're over the worst and in my opinion, tho it can be hard work, the pushing isn't as painful- more hard work! Crowning stings but by that point baby is almost there-one or two pushes and hello baby! (Or if you're lucky in my 2nd birth pushing was literally a minute long- only 2 involuntary pushes, head them body- compared to 40 mins first time round)
Sorry if tmi, hopefully reassuring!