To start, I would suggest doing something that does relax you, deep breathing exercises, Anal-Ease (if this is anal fingering), simultaneous stimulation with another part of your body, etc. And, communication, definitely.
Have you talked to your gf about this? Are there any other possible reasons for this, such as past trauma, fear, trust issues, etc.? Do you finger your gf and, if you do, does that make you tense, as well?
There could be several variables here. Personally, I used to be nervous because I wasn't sure if my would know how to "properly" finger me, or in a manner that wouldn't hurt. My biggest fear was pain. The only way to alleviate that, again personally, was to take it slowly and talk it through and DIRECT them on what to do, and how to do it. That way, it'll be a more pleasurable experience for the both of you, especially if your gf wants to give you pleasure. Hope this helps.