Bunker shots are like the goth kids in the back of Spanish class- badly misunderstood and slightly dangerous if you get them wrong. 

First, when you hit your ball into a bunker, particularly greenside, don't panic.  Professionals (I know you're likely not one, but stay with me) are much happier when they mishit a shot into the bunker on a tough par 3 rather than leaving themselves in the long rough that surrounds greens on tour.  If we can get you to feel comfortable in the sand, we've already killed off about 75% of what bothers people into hitting a bad shot.  Relax.  Take a breath.  Pretend you're at the beach.  Trust me, being on the course, you're already having a better day than 95% of the world population.

Most people make two mistakes in the bunker- either they chunk it because they decelerate as they hit the sand, or alternatively they are afraid of the sand, try to pick the ball clean and blade it, usually scaring the hell out of their playing partners.  Both mistakes are due to a fundamental misunderstanding of what their approach to get out of the sand should be.   For a basic greenside bunker shot of 20 yards or less, amateurs should use their most lofted club, open the face about 15 degrees and aim about 10 feet left of the pin.  Place about 65% of weight on their left or forward foot (for lefties).  Now swing, hitting an inch to two inches behind and underneath the ball.  MOST IMPORTANTLY, accelerate through the sand, and use the face of the club to splash the sand onto the green.  DON'T try to hit the ball- hit the sand, and have the ball go with the sand.  Try it with half a bucket of balls.  You can tell when you start doing it right by the sound- when you start properly splashing the sand on the green there is a wonderful WHUMP that sounds like a small bomb or explosion.  If you're struggling to get this shot down, swing in the sand with no ball for a bit looking for this sound- keep swinging with an accelerating motion and splashing the sand with an open clubface.  Experiment for a bit, and you're sure to lose the fear that comes seeing your ball trickle into the beach.  It's worth getting this shot down- nothing impresses the foursome you're with like holing a bunker shot.