great page with great tips here: http://home.dejazzd.com/mlouie/autocross.html

to answer your specific questions.

don't be nervous, tell the people in the registration desk it's your first time and they usually find someone to help you.

bring some water for yourself and food.
bring an air tank if you have one.

do not lower the tires pressure, autox is not like drag racing.
in fact you want to do the opposite. If you don't have an air pump then fill you tires up before you get to the autox.

I see that you have a 330ci. I would fill it to 40psi front and 38 psi rear. Also do a run or two with DSC on. then turn off DSC, you'll see that DSC was helping you a lot in some areas, but also hurting you in others.

Lastly use the old timers seatbelt trick

put your seat back about 6inches or so then tighten up your selt belt. next grab the seat belt by the upper mount and lock it in place. then move your seat forward again until you are locked in place. you'll most likely have to experiment a few times to get it right.

good luck and have fun