Playing In A Wicked Age is a good primer for stuff like this. You learn how to "push."
"The banshee wails; its screech shatters the stones of the corridor, splits your eardrums, turns your bowels to water. You foam at the mouth, your vision blurs, you collapse, screaming, the sound digging into your mind. You shit yourself. You go mad."
somewhere in there, they interrupt
"Whoa, whoa, wait. No. I get the fuck out of there."
"Oh yeah? What do you do?"
and then there's probably a move, as Adam says.
For terrifying, I like to push all the way into effects -- cross the line a bit and take control of them. Tell them they do stuff, like moaning in dread, shutting their eyes tight, hiding, running away, freezing in fear. If they don't like it (they won't like it) ask them what they want to do instead and defy danger.