You don't have to cower in the back of the room. The fact that a monster from outer space has came to earth and is now tearing the world doesn't mean that you have to hide under the tables and play dead. The monster won't like it, and so would none of us.
When you've created your character for the game, although a horror one, you created a character that is beyond the normal person. You created a character, you casted a hero, and now you're playing a hero. It might be not much more than an ordinary person, but sure the character is. Otherwise, it was an NPC.
So, please, for god's sake, when playing in my horror game, don't be a dick and cower in the back but try to do something far more interesting.
After all, it's not interesting to play the coward. That's a GM job, a dirty job. Instead, try to play the one who tries to cope with his/her fears, and we'll all benefit...