The recommendation to call your dr and ask exactly what they will do is excellent. It is also a good chance to voice your concerns about being jumpy - your dr can make a note that an IV sedative might be desirable.
Here is a good article on wire localization and biopsy - I cannot say that your procedure will be exactly as this article says, but it is good basic information
http://www.health.harvard.edu/diagnostic-tests/wire-localiza
They will at least use a local anesthetic for the wire placement. It's possible they may start an IV first and give you a sedative before the entire procedure, but if they need you to be pretty mobile for the wire placement, my guess is that you won't get any heavy duty IV drugs until that is done.
Also, on the day of your surgery, an anesthesiologist should come to talk with you before the procedure is done - make sure to mention then that you are nervous - ask them to do what they can to minimize your anxiety.
I hope everything goes well for you, and that your biopsies are benign.
Sincerely,
Tre