Totally inappropriate of whoever to be discussing that sort of thing in public, what if you had been a relative of the person they were talking about!

Anyway, you can't control other people's behavior. Try to do some self-soothing and relaxation techniques before going out. You can buy a CD to talk you through the relaxation process and even wear it to the appointment on headphones. Google some stuff on your phone while you are waiting, read a book or write a letter to a friend. Any distraction can help. Also talk to your therapist about this for more ideas on coping with anxiety.