I ask for a wash cloth, fold it up and cover my eyes. The hearing protection they made me wear is also a head set for music, so that helped.
I also tell them if I start to feel panicky I want them to talk to me, I don't care about what LOL just keep talking. I told the guy doing the first one to read me the MRI manual if he couldn't think of anything to say LMBO :D:D:D