Performing and being nervous unfortunately can go hand-in-hand for many, and this is especially true in an audition. When you audition, you should remember that the director or choreographer is always on your side. They WANT you to be good and book the job. Don't be afraid to ask questions, because they realize you are usually only getting select scenes and not access to the full script - so it can be challenging trying to decipher what is happening. They are there to help you in any way they can, so keep that in mind when nerves kick in.
NOTE: The better you are prepared, the better you will do!