We were also very worried as we have a Saluki cross, a Yorkshire terrier and in May we got a Springer /labrador pup.
Suki (the Saluki cross) played with the yorkie without any problems as the yorkie is very much the boss. When the pup came along, Suki began trying to pick her up in her mouth and eventually tipped her over and got her by the throat! We were terrified and pulled her off. We spoke to our vet (who we trust implicitly!) and he said so long as Suki lets go when the puppy squeals, leave them to get on with it!
Now we have a very happy 6 month old puppy who adores big sister Suki! Suki still occasionally puts Josie in her place, and the vet has actually said he would not like to be us if they decide to fight to see who is boss, but at the moment, Josie is more than happy to back down to both the other dogs. However, she is always crated if we are not around to supervise them, and we leave her in the crate at night still because although I am sure they wouldn't mean to hurt any of the dogs, we would never trust all 3 of them alone together because of the size differences!
I am sure yours will be fine eventually - it is just incredibly scarey to begin with!