If you don't want to pay for the class (and if you actually practice and commit to doing it everyday, you don't have to), just get the CD and book and do it yourself. You don't need to take the class.
I used natal hypnotherapy and it was AMAZING!! It was the best thing I could have done to prepare for my birth. There is nothing to actually 'do' during the birth to make it work. It's all in the practice in the weeks leading up to it. It helps to change your perspective on birth and pain so that when the time comes, you are just relaxed and comfortable and don't feel much pain. You're totally in control and aware of everything, but your body just responds to pain differently so that you're comfortable. I did take the class, but honestly it's just exactly what's in the book and taking the class won't make it do anything for you unless you still practice on your own. The NH classes are only 95 quid so definitely cheaper if it is something you want to do. But I would have done fine without them. I had a home birth with no pain relief (other than a TENS machine up til I started to push). I could have used gas and air too (as I had it at home) but never needed it. I was so relaxed and fine that the midwives almost left when they got there because they didn't think I was in established labour. I was starting to push so they checked me and I was already fully dilated. My daughter was born 4 hours later. It was hard work and intense (my thighs were sooo tired from squatting), but it wasn't all that painful. I can't say enough about what a difference it makes. So if you have the chance to do it, do it. I personally recommend natal hypnotherapy as that's what worked for me and the book that goes along with it (Effective Birth Preparation by Maggie Howell) is just great by itself. The CD is only 12 quid (you'll want the birth prep and relaxing music ones, so 24 altogether) and I think the book is similar. It's worth it, I think, regardless of whether you decide to take the class.
If you want to see how it works, my birth story is in my siggie.