My SO was worried about being embarrassed too so we did a rally driving school where we had 5 hours of classroom instruction on Friday night, then all day doing exercises with an instructor on Saturday. By the time we got to the rally cross on Sunday she felt like she knew roughly what to do with the car and was willing to give it a shot even though people might be watching. It helped that it was pouring rain and everybody was more interested in staying dry than spectating.
She ended up loving it and asked the next day if it's time for us to buy her a new car and turn her '96 Impreza into a full time rally car... I kid you not.
The school, by the way, was the Primitive Rally School featured in the April GRM. I'll try to post some pictures and a full recount of the adventures in a new thread this weekend when I get some time.