(Disclaimer: This is not an official Hypnobabies answer.
This is just from my personal experience as a Hypnobabies Instructor
and working with moms from the Hypnobabies Yahoo Group.)
Do I have to do it a certain way?
No, you can breathe in whatever way makes you feel the most relaxed.
Here was a great idea that one mom did.
I, too, have struggled with the breathing, until I decided to just do what I call "Peace...Release..." I breathe in slowly to the word "peace" (usually through my nose, but not always) and out to "release" (usually through mouth, but not always). The biggest thing to focus on is calming down and deep slow breathing, even if it's not to her speed. At first I tried counting lower numbers, but still got frustrated, especially when one track (I think it's the Special Place one) says count BACKWARDS from 8 to 1, and all the rest count up. So, now, I don't even really hear her talking about the counting. I just start "peace...release..." drawing the words out.
Again, breathe in whatever way works best for YOU!