37 weeks breech baby help!!

Rachael
Ok I'm slightly concerned because. My 3 previous babies were all head down and comfortable and all came by 38 weeks vaginally... today I saw my midwife at 37 weeks and our little girl has gone breech within a week... my options were given as follows
Try and turn her
If she won't turn I can either have her vaginally or they'd give me an emergency c section.
What I want to know is, I've never been in this situation. I'm too scared to push out a breech baby incase the cord gets stuck round her neck or something mad. I've never had a c section. If ANYONE has been in this situation and baby's proceeded to be born whichever way breech, was all ok? What happens and is there anything I can do myself?