I had an MRI done about four years ago. The lady that was conducting the test on me seemed to be an expert at easing people's fears. When she first started the test, I made the mistake of having my eyes open (I was "Mr. No Fear" at the time.). I got very claustrophobic and felt like I was going to pass-out. She had me close my eyes and then she put a cool washcloth over them. The tech put a fan on, and had it blowing across my face. She did put some soothing music on. Then she told me to picture myself on vacation, laying on a beautiful, sandy beach. All the things she did, worked. I was very relaxed after that, and had no problem with the test.
That's great that you can bring you own music. Also, the modern units are very fast these days. The test was over in no time. Perhaps they will even have what is called an "open MRI", which is suppose to be much less claustrophobic.
I hope these pointers help; they sure helped me. Good luck with your test. The best to you, Allie!... Chuck