My own thoughts are just that, no reason to be afraid of losing (unless maybe you've gambled in an inordinate amount of money on the game), I think it's just a matter of maturity and not placing your sense of self-worth on winning. I admire chess players who lose graciously, after having given the game their best!
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They are here:
http://www.chess.com/blog/Aquarius550/fear-in-chess-and-how-to-overcome-it-part-one-the-game
http://www.chess.com/blog/Aquarius550/fear-in-chess-and-how-to-overcome-it-part-two-the-fried-liver