Music helps to relax me prior to a test, or during, if I'm lucky and am allowed. However, what I typically do during a test or exam is put my little Espurr figure on my desk. I'm not sure why, but I find it soothing.
Another thing that will help you to relax is to be well rested, have had a good meal, and confidence on the subject. The last bit only applies if you're good at the subject, and just nervous about tests.