The modern world is stressful; we live in a stressful world and the sporting world is stressful, sometimes even magnitified.
All athletes respond differently to pressure but its how they react to this stress and this pressure that is key. As a sport
psychologist 1 strategy will work for 1 athlete but not another so the interventions that are chosen have to be individualised.

‘I love the pressure.  I look forward to it’ - Daly Thompson

To help control the reaction to pressure you can use techniques that focus on the body (Somatic) and or the mind (Cognitive).

Somatic Techniques

For the body you could use Progressive Relaxation. This is where you learn the difference between tense and relaxation and
once you have done this you learn to relax quickly by attaching using cue words that act as triggers.

A simple and really efffective way to control pressure is Breath Control. Under pressure a person's breathing is short, shallow, irregular. So by simple changing your breathing long belly breaths will work wonders.

Another techniques is Biofeedback. This where an athlete becomes more aware of their automatic nervous system and how it reacts to situations. The athlete would attach monitoring systems to become aware of tension etc and then attempt to relax those specific areas. This can be expensive and time consuming.

Cognitive Techniques

An athlete could develop and learn a Relaxation Response. This is where they listen to a Relaxation CD in a quiet and comfortable place for 20 minutes a day. During this time the athletes practices to relax whilst at the same time focusing on thier breathing.

Another technique is Autogenic Training. This is the technique of self - hypnosis and focusses on the sensations you are trying to produce (i.e. to relax). However this techniqe takes a long time (several months 10 to 40 mins per day).  People that are good at this can consiously reduce their heart rate and other internal and precieved 'automatic' functions of the body.

Coping

Coping is defined “as a process of constantly changing cognitive and behavioural efforts to manage specific external/internal demands or conflicts appraised as taxing or exceeding one’s resources” - Lazarus and Folkman, 1984.

Coping in sport can be incresaed by using the following strategies:

Thought control- Back to Control the Controllables (See my blogs on this). Think positive and in the present or best of all don't think at all, beocme child like (See my other blogs on this).
Task focus - Focus solely on the present and the task at hand.
Rational thinking and self – talk - See my blog on this. Make sure yours self talk is positive.
Social support - Use you support networks and make sure these networks are positive and benefical and not inhibiting
Pre-game mental preparation - Decvse a pre competititon routine so you feel fully prepared.
Time management and Training hard and smart - Maximise your time so you are not wasting it and this will feed into you training which will become harder and smarter. 

More detail is in Weinberg and Gould (1999)


Reference
Weinberg, R. S. and Gould, D. (1999) Foundations of Sport and Exercise Psychology (2nd Ed). Champaign, Ill: Human Kinetics.