Failed Stereotactic Biopsy

Hi. I'm 51 and about 3 weeks ago was asked to come back for a diagnostic mammogram after suspicious calcifications found on a routine mammogram. I was certain it would be okay when I went for the second mammogram but the radiologist said I could wait 6 months to monitor or have a biopsy now. She said that I looked worried and said "why don't we just go on a do the biopsy now." So, I agreed. I was kinda of worried about it but since I read it would be numbed, I was okay with it. Well, I went in for the procedure this past Monday and when I went in the room, I knew this wasn't going to go well. Doctor numbed me, and I really hardly even felt it at all. Still, I fainted during this part. I didn't even realize I was doing it. I regained consciousness and they started where they left off. Then I remember just waking up with a nurse staring over me and she said that while the doctor made the incision and got the biopsy needly in, that because I fainted, no sample was obtained. They advised I return with a xanex in hand. So I will try again in a week, but now I am terrified this will happen again even with a xanex, which I have never even taken in my life. Has anyone else fainted during this procedure and if so, what did you do to get through it? I hate being "that patient" that is a problem, but I honestly couldn't stop myself from passing out. Thanks.