Hatfield's book has some interesting info on Iguana's hearing range (in hertz).
Soothing sounds are anything but sharp, high-pitched, metallic, "unnatural" sounds.
A friend of mine bought one of those "Nature's Sounds" CDs with sounds of the Rainforest. He has it loop-play nearly all day.
Talking with a calm soft voice obviously helps.
When correcting, change tone, but not too much volume of your voice.
It's pretty simple, just keep in mind it is a wild animal, and it relies a lot on visual cues... the way you move, approach, facial expressions... Hence why blind-folded wild animals tend to relax when captured/restrained, and do not suffer much stress.
Just do as you would with a kitten, and you'll do fine.
-IJ