The Call of Cthulhu and Heroes of horror have great information for a horror campaign. I think that the sanity point system is really good for horror: "You just saw somthing that defies all logic: you go catatonic and need to change your pants."

But, like it says on the first page of Erfworld: It's the little things which make a difference sometimes. Make sure that the room that you are playing in is dimly lit; enough to read the books, but not enough for every feature in the room to be seen clearly: candles can do this pretty well. Make sure that you don't go into obscene detail on the monsters, and make sure that the monsters stay out of sight for as long as possible, remeber, what is not seen can sometimes be more frightening than what is blatently obvious.