I agree to let the dr know you are a bit nervous. They should be sensitive to you and if they're not and/or it hurts, do tell them. (And then next time, go somewhere else!)
The thin prep is a good idea if you bleed a bit. It costs you about $30-$40 from memory but I need to have it otherwise I get called back because there was too much blood to get an accurate view of the cells. I think it is worth the money to only have the one smear!
Good luck, mate. I hope it all goes very quickly and painlessly for you.