Paradoxically, I have found that I made a lot fewer mistakes once I got over my fear of making mistakes.
How did I get over my fear of making mistakes? I stopped giving a damn. What's the worst thing they could do to me, fire me? If they want to fire me, that's out of my hands. I don't worry about stuff that's out of my hands.
Since you are doing tax work, how do you check your work? You need to check for both accuracy and consistency i.e. the numbers you generate have to make sense to you. If a result does not make sense, then something is wrong either with the inputs or your calculation itself. Don't let anyone distract you say with a question while you are in the middle of a calculation. Always make sure that you document your calculational work so that you can easily retrace your calculations if someone questions your results.
The next time your manager reviews your work, ask him how does he go about checking your work so that "I can do a better job of checking myself". Because he seems to be pretty good at catching stuff that you miss. You might as well learn from him. And by Loki, stop it with the anxiety attacks if you have them! :) The more anxious you are, the more likely you are going to trip over yourself over something stupid or silly that's as plainly visible as a wart on the nose.
Learning how to check yourself may be the single most important thing you're going to learn as an intern. It will affect both your professional life and your career.
Once you've reduced this immediate, important and high priority issue to a manageable level, you might want to look at the bigger picture and ask yourself what you need to do, learn to do and practice doing to turn your internship into a successful experience for both you and the firm. You should consult your manager on this, and you should ask your manager what it is that the most successful interns have done that the manager really likes.