blahblah454 - going there with your friend and then-partner is a great idea. You'll both be less nervous and you'll be able to support each other no matter what the consequences.
Look up a sexual health centre near you, but if you can't find one then just call up any doctor's clinic and ask them where you can go. I know some regular doctors do it, some don't where I live.
It's really nothing to be nervous about, but I know that someone else saying that isn't much help
You'll see it's not too big a deal at all. Once you've done it this time you'll have no problems doing it next time