How to stop being afraid when playing scary computer games and watching horror movies?

You are supposed to be afraid. That is why people go to those types of movies and play those types of games. If you don't enjoy that aspect of them, you don't have to torture yourself. Not liking horror movies is no different that not liking romances. Do what you want for recreation. If scary doesn't do it for you, find something else.

Excellent point Engineer. I love playing creepy horrifying PC games simply because they're scarier then horror movies.

Agree with what both previous posters have said.

Think of this: a thrill can be defined as the presence of danger with the probability of escape. Take away that probability of escape and the thrill changes to terror. There's no reason to be terrified of something you know will not harm you. So enjoy the thrill.