Hi Louise,
I was exactly the same with Jenna, and I think I asked Jane the same question.
I made sure I took her to an enclosed field, there were no roads nearby and I could see where she went. I also took along my children for help if I needed it (or for moral support).
I took the crunch and let her off the lead only to find she didnt leave my side.
Now however she loves to go and investigate and trots off all over the place, but because I have always called her back quite often, and given her lots of praise and the odd treat she always comes back to me when I call her. There has been the odd time however when she has seen one of her pals in the field that she ignores me a bit (or chasing a bird), but touch wood she has never gone out of site.
Hope this gives you a bit more confidence Louise, Jane will no doubt give you some good advice too!