Same here, I find that I do worse in math competitions than in math tests, but ever since I actually committed to doing well in them, I find that my confidence has risen remarkably.
Do lots of problems, identify your weaknesses, and practice them.
Visit these sites, they have practice papers and problem sets:
Jifted Land: MathCounts
Melbourne University/BHP Billiton Maths Competition
I also uploaded some Australian MC papers, if you want to give them a go:
Australian Maths Competition Papers