Try to put the thought of it being an exam out of your head. You are simply following instructions given by the person who happens to be in the passenger seat. - think of them as a passenger you are simply giving a lift home - but only they know where home is!
It's no different to any time when you will give friends and family a lift in the future with that person giving you directions - you still need to drive safely, you may take a wrong turn and end up doing a three point turn in a cul-de-sac, you are likely to need a hill start, pull away from traffic lights, reverse into a parking space and that old biddy who stepped out into the road in front of you can thank your for your emergency stop.
The examiner is no different and should be treated no differently. You just need to build confidence without the safety net of your instructor.
Try asking your instructor to do a few lessons where he say's absolutely nothing and you simply drive for the sheer pleasure of it - going where you want to go and not him telling you. When you get home, only then can he tell you any mistakes you made. It's still completely safe as the dual controls mean you won't get into any danger.