When my horse was a 2 year old, I took him to an open show to just get used to all the fuss and experience it all. That was his first time off the farm since I got him as a yearling. I left him tied to the trailer for a while, then lunged... and lunged... and lunged. Then just walked and jogged around the place a bit. If your horse doesn't settle in after a little bit, get her mind busy. If my guy was getting nervous, I'd give him a job; make him do something to get his mind focused on something else.
Once that first time is out of the way, the second show is no big deal. I showed my guy at the next show.