This is one of the hardest things to do, especially playing someone that has a good reputation in Pool as being a good player.
When a set goes hill-to-hill, any sandbagging goes out the window, and both players bring all the skill and knowledge they have to the table for that last game. The better player will use his knowledge of the game and your weaknesses to help defeat you in that last game. Meaning, that he knows if he plays a safety at a certain point in the game on you, that he will get ball in hand, and win the game and set.
Keep your mind on the game. Take one ball at a time. I always watch for where my opponent might mess up, like missing a ball, or at least getting out of line for a ball that will become a bigger problem for him. Usually I am right, and many players can not make the recovery shot to get back on track when the pressure is on.
You losing the last game because you are miaking a mistake. What is causing to make the mistake .... not being prepared for the layout or shot, or the pressure? Either way, you are not prepared. To handle the pressure, you have to be prepared emotionally, and have grit. I can not teach you grit, but if you are good in any sport, you should know what I am talking about. You have to believe in yourself, and you have to rely on the training you have had. Unless your opponent breaks and runs out, or gets a simple combo after the break, you will have a chance to win.
How you USE THAT CHANCE will determine if you will or not.
The first $1,000 set I shot, my heart was pounding, my mind was going a million miles an hour, and I overran shape for the 9 on a hill-to-hill set, and left myself a tough shot. I had to regain control of myself, calm down, took my time, aimed a couple of times, made doubly sure I would not scratch, and shot the 9 ball. You know what? I made it. I had an incredible rush right after that, and I knew that was a milestone for me.
You see, when your belief in yourself is reaffirmed, it is a great confidence booster, and opens you up for more good things to happen. And if you did it once, you can do it again, and again.