Something that has worked really well for me is breathing exercises. I found them here www.stressintofocus.com - here they also give all sorts of advice on how to concentrate better, etc.

I do not know if this kind of thing works for everyone but the bit that has really helped me was the breathing exercises. It has helped me before job interviews, before preforming on stage, before writing an exam... I cannot tell you in how many occasions this has been useful.