Tell your doc, in a letter or note is fine. Due to anxiety and pain issues my dr, will usually suggest/prescribe Xanax or something similar. If they know you are scared, most will talk you through the process step by step as they go, so you know what they are doing and what to expect. You are also welcome to have someone in the room with you if that makes you more comfortable. If you do decide to take a sedative or extra anxiety meds make sure you have someone drive you just to be on the safe side.