HI OP, you are perfectly normal to be scared, I certainly was first time round. I can truely say that preparing well for teh birth can make a huge differemce though and that brth can be an amazing experience!
Read some positive birth stories online. Remember that the MAJORITY of births are normal and require little medical intervention. So many people are obsessed with telling you their birth horror stories, I suggest ignoring them!! I truely believe that the better prepared you are mentally, the better your experience will be.
I was very unprepared for my first, had done little research and did not have the best experience. Second time round I opted for a home birth and did lots of reading and research first - I felt better prepared, believed that I was capable of having a good birth and had a far better experience (not just because it was a home birth, I think the experience would have been just as good in hospital)
I recommend reading Stand and Deliver - lots of factual positive stories, really helped me to feel empowered, also "Gentle birth, Gentle mother" by Sarah Buckley whch i am reading at the moment and is really helpful
I am 36 weeks with no.3 and have just done a hypnobirthing course, I was sceptical at first, but have found it really helpful in preparing for what is ahead. Lots of good relaxation techniques to practice. I have no idea if they will work on teh day but they are certainly not doing any harm.
The most useful thing I learnt was about the fact that the more frightened we are, the more our body (inc our uterus etc) tenses up. This tension in our muscles makes birth far harder and the tension leads to increased pain. Therefore the more relaxed we are the better the birth should be. As animals we are programmed to not give birth easily if we are in danger (ie frightened) there is a lot of info online about it and it made a lot of sense to me.
Remember to be positive, you can do this, and at the end of it you get to meet your beautiful baby, the best feeling in the world!