They eventually get use to the bath. Pixie loves her bath now but the first bath she was scared to death.
Tips to make it pleasant......
Always test the water on your wrist like you do for a baby

warm a towel in the dryer
Talk to them in a soft calm voice praising good girl or good boy
give them a treat after their bath
Wrap them in that warm towel and snuggle a lil bit
blow dry them and brush them out
I always put a shirt or sweater on Pixie after her bath so she doesn't catch cold
Of course another treat!