The trick is to ask them for a Xanex when you check in.
I've had two MRIs. One with Xanex, one without. I actually enjoy the sound of the machine, it can be rhythmic and pleasing.
The only time I had an MRI without Xanex, was a religious experience. Things were going well for 20 minutes (they had me in for just under an hour total) and then the thoughts of how people die in MRI machines came on strong. I'd seen a few videos of how strong they are [0] and the thought of being crushed or otherwise mutilated by a million dollar magnet, along with the confined space, was too much. I felt panic coming from a mile away, and it engulfed me. My brain was telling me to 'get the fuck outta here!'. I knew it was irrational fear. I took labored breaths. The fear moved from my feet to the top of my head and exploded. The pulse oximeter must have been going crazy because the tech asked how I was doing. "I'm fine." The lie worked, the fear immediately dissipated and a wave of euphoria rushed over me. I'm not going to die. I'm going to live! What should I do with my life? The best I can. I fell asleep a few minutes later. I woke up feeling fantastic.
[0] http://www.youtube.com/watch?v=7g5UVrOt2CI