Someone posted about this a few weeks ago - thread is here in case there are other useful replies for you.
I used the Natal Hypnotherapy CD and really recommend it.
I am quite sceptical about things like that but it seemed to make sense that the more relaxed I was, the better it would be for my body. I found out as much as I could about the physiological side and that really helped me understand what would happen and to feel less scared.
I saw the CD as a nice way to feel relaxed while PG and to have a chance to lie down and chill out for a while, but didn't really think it was doing anything.
Then a few days before my due date I got my mum to listen to it to (as she was going to be a birth partner along with DH I wanted her to be aware of it so she could remind me of key things if I was scared etc). She was convinced I'd gone to sleep but I was definitely 'there' throughout and really aware of everything around me, so it was obviously having more of an impact than I'd thought.
I found the breathing/visualisation really helpful - when in labour I think I sort of went into my own little world and was so focused on breathing etc. It gave me something to concentrate on and I honestly think it made a massive difference.
I may have just had a 'easy' birth as I used TENS machine from the start and G&A at 8cm and honestly didn't feel any big pain at all. I don't know what it was down to but felt I should try everything I could.
Worst case - you get some nice relaxing time when PG. Best case - it 'works' and will help you have an easier labour, so no downside really!
Good luck.