Thanks for all the advice and the reassurance that my dog isn't the worst dog in the world. I forgot to mention that as soon as the class was over I let her go around and "get to know" a couple of the bigger dogs. This must have really pleased her as she promptly dropped a huge stinky load on the floor.
Anyway, I had thought of bringing the cut up hot dogs with me so, with your advice, I'm definitely going to do that next time. We did take her for a walk before the class, but maybe it wasn't long enough and we had been told not to feed her already.
I'm praying next time will be better. Keep your fingers and paws crossed.
Also, does anyone use the clicker?