I found that having gotten in really scary situations, like three guys going to beat and rob me or having 80% of my company get laid off during a terrible job market and having a stay-at-home wife and several young kids counting on me for income and health insurance, inured me to things that I used to find terrifying. Not an ideal way to accomplish this, but I'm not fazed by stuff that was scary as a youngster.
Slowly and cautiously exposing yourself to more of what you're afraid of makes you braver
Best of luck to you and your girlfriend.