I think it gets built over time as Fungo suggests. Preparation is surely part of building it, but experience in the situation and more importantly experiencing success are big parts too.
But I was left to wonder this summer about this issue a bit...a very talented young kid I was coaching...probably the best all-around player on our team. We were in a national tournament and as we approached a big game with East Cobb, his dad came to me to beg that I NOT start him in that game (at pitcher). I was perplexed. His father had pitched at the D1 level years ago. This boy would not be one to shy away from a big at-bat...why this? I obliged and pitched a much less talented pitcher in that game who wanted it bad and threw the game of his life up to then. But I told the more talented boy's father that in another year or so we were going to work towards having his son want, no DEMAND, the ball in that kind of game. Now I have to figure out how to get him there.
I think parents have to show their son total confidence that he can do it...I think thats a good starting point anyways and its where I've already started with this boy/family.