I agree with a lot of what has been stated by eveyone so far, but would like to add that there is a fine line between a fear memory response, and just plain being a sh*t. I will allow them once or twice being scared after something like you'd described - the tank or arena - where I'll allow that they've been spooked. Anymore after that, and I think it's feeding their fear, and training them to go ahead and be scared of whatever it is.
For the most part, I am a firm believer in the theory that if you make a big deal about it, the horse will too, but if you act like there's nothing unusual about whatever it is, they won't pick up that they need to be wary. Your confidence goes a long way. I'd just walk them right into the arena like I'd done it a million times. First time they may be a little goofy, but they get over it pretty quick.
Ask Often, Demand Nothing, and Reward Generously.