If they don't have a topical anesthetic available, you can apply a topical OTC anesthetic before you arrive to your appointment. Orajel works fabulous - not just for teeth anymore, sister

Also, Solarcaine works but since it is a spray you have to be VERY careful not to get it "inside".
Also, a shot of bourbon works as well....just make sure to shoot it and not rub it on.
The scariest part for me the first time was having some chick I didn't know seeing me at my absolute least flattering angle. It wasn't too bad though, she did a really great job at making me feel relaxed and comfortable. We're friends now and hang out regularly....which is a little odd.