Hi, I have no experience of twins, but I have had two emergency C-sections despite having quite a bad phobia regarding medical procedures.
I had hypnotherapy while pregnant, as I was terrified of even going into hospital (DD1 was planned as a waterbirth at home). I have found hypnotherapy really helpful with both my children, and my gallbladder removal many years earlier! I used to cry and panic when anyone took a blood test - after a couple of sessions I sat there laughing while a junior doctor gouged me in the arm for 10 minutes trying to find a vein!!! To be honest how I react depends how tired, stressed etc I am, but is nowhere near as bad as I used to be (3 days of constant panic attacks on a hopital ward was what prompted me to seek help originally).
At our antenatal classes with DD1, I burst into tears and ran out of the room when we discussed CS, so I can totally understand anyone being worried about it. Again, that was what prompted me to seek help toward the end of my pregnancy (about 35 weeks). The therapist made me a tape of the relaxation sessions we did, so I could listen to them on my MP3 player in hospital, which worked well for me. She also helped me explore exactly what it was I was afraid of, and gave me strategies to cope with that.
Actually, I found CS isn't that bad. I had the screen up, and could see nothing of what was going on, and just felt a bit of pressure rather than pain. With DD1 it was very quick, and I soon heard her crying and got to see her, and then I wasn't bothered what they were doing. With DD2 (had hoped for VBAC) it took longer as I had a lot of scar tissue to get round, but the staff in the OR were lovely and chatted to me, and to be honest I actually slept through some of the op. The second time, I went to theatre about 9.30, was in recovery around 11.30, back on the ward around 1pm, and walking down to the day room to make myself a cup of tea at around 10pm, home after 2 nights in hospital. Possibly the worst bit was that both times I'd been attempting to go into labour / give birth for 2 or 3 days / nights before the CS, so was really tired and feeling rough before the op, and therefore more tired afterwards than I might have been. If I'm lucky enough to have a next time, then I'll be having an elective CS.
If you do scream, then it won't be the first time they've heard it, I'd imagine, and if you panic then there will be people there to try and calm you down. I would discuss your fears with the hospital, maybe mention it in your notes / birth plan (I had "hospital phobia" with big asterisks on my notes) as well, so they can be prepared to help.
Good luck with whatever you decide. xx