I am the same, I go to the gym 2x a week (although this week I've been very lazy) but I only do 'fat burn' workouts there, so keeping my pulse at 131, at home I can sweat, go red and gasp (I also have a bad habit of going 'Chris [the OH] I am dying. I'm actually going to die!', because I'm not great at being out of breath)
I think swimming is a long term goal for me, once I've slimmed a bit.
I hope you get your courage up, but if not, you can actually get yourself sweatier at home anyway ^.^ Good luck.