Some anxiety over taking tests is very common - it is a normal reaction to a stressful situation. Anxiety becomes a problem when it interferes with your ability to recall information that you really do know and causes you to become so nervous that you have trouble thinking clearly.
There are a number of things you can do to combat test anxiety, including managing your time well and developing good study habits so you are well prepared for each test, quiz, and exam. There are also several relaxation techniques you can practice that can help you cope with stressful, anxiety producing situations. If you feel that your anxiety level is above normal and nothing you try seems to help, be sure to get professional help from your advisor or a counselor - these people are trained to help you with problems that are more than you can manage on your own.