I recall a particular night in Iraq. It was only a couple of months in country and most of the Battalion was exhausted. We were still acclimating to the climbing heat and the constant missions. That night we slept on top of a 2 story building, cooler to the night air, but more exposed. Thankfully, it had been a quite night...
Except for three large explosions around 1:00 AM. It was a VERY rude awakening. People falling out of beds, scrambling into uniforms and armor, grabbing weapons, and a lot of screaming (typically "WTF was that?" and "What do we do? What do we do?"). One person even screamed "My mask, where's my NBC mask?"
Above it all, one voice rang out "F^%K the mask! Get the Hell off this floor!" Suddenly, with that shout of guidance, everybody ran for the stairs and to their vehicles. We loaded up on our vehicles and headed out the gate on another patrol. We didn't find anything.
The three large explosions were 120mm rounds lobbed at our base (thankfully, they fell outside the wall). Everybody panicked because it was the largest explosion we had up to that point and most people didn't know how to react. It only took one voice of certainty to cut through the panic and get people moving in a single direction (any guesses to who had the loud voice?).
So what is a leader, but the one person who needs to remain calm when others are screaming and terrified? Confidence and calm can make the difference between a nightmare and an event that turns a risk into an opportunity. If your team sees you panicking, then they will panic. If you as a leader avoid panic, your confidence will instill confidence in them.
I think this can be summed up by Nelsen Mandela "The brave man is not he who does not feel afraid, but he who conquest that fear." or perhaps the from Gillette Company "Never let them see you sweat."