Anyone who's feeling nervous/terrified of giving birth should give hypnotherapy serious consideration - I used it first time round, things didn't go entirely smoothly but I felt that the majority of the time I was able to stay calm and in control, when I lost it and panicked a couple of times the contractions felt a lot more painful.
When you are scared and anxious your muscles in your uterus tense up, this will actually slow down your labour and make it much more painful, as the muscles need to be relaxed in order to push the baby out effectively.
When you're frightened you experience the fight or flight response, blood circulating around your uterus (and other organs that are not needed in the fight or flight response) is diverted to other areas eg limbs in order to run away. Your uterus is then starved of oxygenated blood, again making it more difficult for the muscles to work effectively.
With hypnotherapy you can begin to reprogramme the way you think about labour and birth, and train yourself to respond in a calm way.
Marie Mongan's book Hypnobirthing is good, (it goes into the tension, fear, pain syndrome that I've prattle on about above). And Natal Hypnotherapy CD's can be useful, but if you're really terrified seeing a hypnotherapist would be really beneficial. But they are quite expensive.