You could try to adjust Your style to help her out since you know this.  in fact knowing her, you should be able to do it easier than someone else, without making it obvious or being disrespectful to the other players.  You know, showing favorable behavior...

If that is part of the problem, being objective, then try this...

Give her AND the party some options..."This creature is HUGE and pretty slow, looks like it will take forever to move across the room." or use dramatic comments like "The elf, moves quickly but you know you could catch him if you wanted to..."  ... "Although your spells are powerful, you know the limitations of the spell will not reach him although your bow might...What do you want to do?"

By giving her options on what she could or might do, it allows her to choose something while still making it her decision.

Good Luck.

I'd recommend reminding her that it is just a game and that it isn't the sort of game that is "win or lose." Having fun is the main point in participating, and the experience and enjoyment will bring a fuller gaming ability as far as the playing ability is concerned. If she is not interested because it is boring to her, or if she acts like she'd rather do something else, then perhaps she should not play. A feeling of ineptitude though is just a natural part of learning when you are the "newbie" and everyone else can rattle off every statistic of every item in the game already.

Basically, good ol' encouragement is the best way, and keep reminding her that not being the quickest on the ball won't cause her to "lose" the game.

Oh, and perhaps talking to the other gamers on the side to get them to help with encouragement and advice. Think of it as a corporate team-building seminar. Only less boring. Good luck to you guys though; every new gamer is good addition to the local gaming society as a whole. 

Have her play a forgivable type of player.  A big beef cake that won't die immediately if she makes a wrong decision.  And make her a bodyguard or soldier who has a boss or commander making most of the decisions for her. 

Or ease back on always needing a "correct" choice.  Life as well as gaming is not so much about making the 'right' choice as much as it is about making a choice and dealing with the consequences.  (I once had a character that was startled by a bugbear.  He immediately attacked and nearly killed the bugbear in the first round.  Turns out the bugbear was a friendly NPC and the next part of the game was the party trying to find a priest to heal the bugbear before he died)  Oooopses that are well played by the GM can enrich the game immeasurably.

Maybe make the game lighter and more fun for her as she starts out.  I'm not sure what kind of game you run but if you want your soon-to-be-wife to enjoy this pastime you have a narrow window to hook her in.  My wife's one attempt at gaming was in one of the slowest, most cumbersome campaigns I've ever payed in.  It was mind numbingly boring to anyone who did not find spending hours calculating acceleration out of a gravity well fascinating.  Needless to say she does not game game now despite all efforts.  On the other end of the spectrum there was Red Ninja adventure.  One of our DMs was having his kids join in on an already existing campaign.  For about a half dozen gaming sessions the party's primary nemesis were a bunch of child-stealing goblins (actually kobalds) that wore red granny panties on their heads and called themselves the red ninjas.  This worked well to hook in the young gamers and entertained the crap out of the experienced gamers.

Another rout would be to have her play a type of character that's not expected to make all the right choices.  When I first started out I was given a chaotic neutral half crazy swashbuckler to play.  The nature of the character  made any potential decision the right decision.  Encourage your fiance to do the absolute first thing that comes to mind.  Jump off the cliff!  Hug the bugbear!  Try to body surf across the top of the attacking mob!  She might die.  Let her know that.  But if you can get her to commit to the crazy character I'll bet she'll have a blast until she does.  And if she does die, the next part of the game could be finding a priest to do a resurrection.  Or reincarnation!  I've had that happen in a game a couple times.  Read the rules on reincarnation.  Hilarious!  Two words for you:  Chicken paladin.  I will say no more.

Heck, this could end up being a running gag.

The character dies when she gets burned to a crisp by a red dragon that did not think wedgies were funny.
The rest of the party then says:  Oh My God!  He Killed (Characters Name)! You Ba$tard! 

Bottom line.  Gaming is supposed to be fun.  It's not supposed to be work.  Change your style a little.  Encourage her to have fun with her character.  Good luck.  Now go have a good time!

Great advice guys!  I agree, that you still have to make her comfortabke but know that it could be too late for her want to play anymore...

that said, I recall my friend's wife, she was having so much fun with the rigger drones, naming them and making them do things for her, all the while she was talking to them.  Talk about awesome way to get into character...anyway, we thought it was cool taht she found something that she liked and was running with it.  She ended up stopping playing and killed the group because she thought we were making fun of her.  Even when we explained how cool it was she got into character...the whole point of roleplaying for most people, she still did not want to play....damage done I guess.  Might be what you need to do is ask her straight out if she wants to truly game because she likes it/finds it interesting or is doing it to know more about what you do...find the common ground and maybe be able to work it out with her.

I mean, either

a) she wants to play but can't gert into it
b) she does not like being the inexperienced player, who does, and can't get past that awkwardness of letting the group down,
c) she does not want to play and does not know how to tell you,
d) you might be pushing her too hard to pull her into your world?  (Just a thought, no disrespect intended, since I don't know you... just that I know how much you might want to share with her & keep on trying because you want her to be a part of it)
e) some other reason.

Good Luck.

Sucks.  Some people are just not the RPG type.

The only other thing I can think to try is start her out with a group of less experienced gamers to get her feet wet in a less stressful environment.

The thing about being an actress and not being able to think of it as a play seems a little odd, but each person approaches things in their own way.  I did theater about a million years ago (and was extremely bad at it) but the idea of 'getting into character' transferred over into gaming quite well for me.  Thinking about who the character was and why he did the things he did was half the fun.

Maybe try getting into character before the game.  Give your character an over-the-top personality and then try so slip into it.  Don't just act out the character, try in some little way to become the character.  My first character in an ongoing campaign was a fancy-pants half crazy swashbuckler.  On gaming days I would wear silk shirts and while gaming often wandered around drinking wine directly from a wine bottle.(Usually Boons Farm.  Forgive me, I was 21 and it was the mid 90's) 

Another early character was a gnome.  He was the smallest character in the party so I would often sit on the floor during gaming so my eye level would be always below everyone else .  The character was a leather worker by trade, so I gave him a fascination with shoes.  So at least once during each gaming session I could be found messing with the shoes of another player and making random comments on the quality of the shoes. (Ah, I see thee boots bare the mark of Master Nike.  Beautiful work but for dungeon work I prefer the unparalleled craftsmanship of Master Puma)

This is a bit out there, but it can help get into character.  Give your character prejudices and hobbies.  It is often the shortcoming of a character that make it more real.

That's about all I can think of.  Good luck.

I believe that the group we play with has a bit to do with it.  One of the members is a rules lawyer.  He plans out his character out to epic levels.  I think this make my fiance feel like she isn't doing enough.  In my opinion, she does great.  Her characters are interesting.  But they tend to be a little more basic than some of the groups PCs.  I'm trying to convince her that size doesn't matter.

Praise and reassurance from me doesn't really work.  She says I'm supposed to say she is doing great.  Oh well.  We will see when the next groups starts.  Thanks guys.