Well, the most important (and one of the hardest) things you can do is to stop worrying about "what if" (I miss, I pick it up, etc) and just clear your mind and make the shot. I know - easier said then done, but the more you think about it, the harder the spare conversion.
How many times have I been in the tenth frame saying "Geez - WHY does it have to be a 10 pin for the (match, tournament, win, etc.)?"
But then I try real hard to forget about it, and just go back to basics and make the shot.
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Golf was invented by the same people who think music comes out of bagpipes.