Okay, this is my first theory I've posted. So flame away.
In "Everybody Loves Hugo" Flocke asked Desmond, "Why aren't you scared?"
I believe the most simple explanation is that Desmond already knows what will happen, and in fact wants to make sure it happens.
In "Happily Ever After" Desmond flashes to the sideways timeline, where he eventually regains his island memories. He then proceeds to flash back to the island and tells Widmore, "He'll do whatever he wants him to do." Then he willingly follows Sayid back to Flocke and allows him to tie him up without any hesitation. Plus he follows Flocke into a secluded area without anybody around to help him. Yet none of this frightens Desmond in the slightest.
I believe that when Desmond regained his Island memories in the sideways timeline, he regained all of his island memories, including events that we haven't yet seen. But he needs all of these events to be fulfilled in the exact manner that he saw them, because if they aren't then the future Island timeline will change. And thus it's possible his sideways universe will change as well.
Remember back to Season 3 when Desmond kept having flashes? He always said that the events had to unfold the exact way he saw them otherwise, and if they didn't his visions would change. Thus changing the eventual future.
I believe that Desmond is living out the fate he saw in his visions the exact way he saw them because he's doing his part in making sure that the sideways timeline stays in tact, and he's hoping that the others play out their roles in a similar fashion.
Anyway, that's my theory as to why Desmond isn't scared, and why he was so willing to help Widmore/go with Sayid.