Not sure I agree with Nathan totally on this one - I don't think being naked on camera (if that's what they are looking for) is that much of a problem - especially if you've signed up knowing you're going to do it.
What is tricky with any intimate scene (and sex scenes are the most intimate of all) is knowing how to react with respect to the other person involved. I have no idea how 'in - depth' your scene will get, and whether they will be expecting everyone involved to be pretty much naked. The best thing is to make sure that you have a good common bond with your fellow performer before you film it. Chances are that they will be as uncertain (in their own way) about the set - up as you are, and finding time to talk to one another about it will reassure everybody. If you have to be naked in front of one another, it may be better to take an earlier opportunity to allow you to see yourselves naked in front of one another if possible, so you are not caught off guard when the cameras roll.
Pressure may be taken off if you spend time 'rehearsing' what you are going to do movement wise with your partner, as you would rehearse any scene - although you want to avoid losing spotaneity (what is more spontaneous than sex, after all?), knowing where your hands are going next etc. damps down a lot of the fear (even arousal!) you might otherwise have. Also, not taking things especially seriously breaks the ice well, particularly after an intense take. It brings you closer together (which is what you need to make relations look convincing), while at the same time, helping you distance this encounter from something that is genuinely rooted in sexual attraction.
Obviously, some might say that having all sorts of camera people etc. clustered around you while you act 'doing the deed' would be particularly offputting, but I would say, no more so, really, then for any other piece of business that you film. If you are focused in on what you are doing, you don't have to be unduly aware of them.
I think it's quite easy for people to pontificate about doing intimate scenes and sex scenes and, say, hell, you're an actor, you can just pretend, and not worry about the situation. In actual fact, these scenes represent moments when we may be at our most vulnerable, and our natural instincts are bound to kick in to some extent. So, what is needed, maybe more than ever, is adherence to good technique, focus, and respect for your partner in the scene.
Keep confident and focused and you should do fine.
Lee.