What to do when you hear Brazilian says "don't worry"? After two years living in Brazil, I think the only appropriate response is panic, scream and run in circle. It will not help but it will be the closest to how you will feel.
If they tell you not to worry about something it probably means that whatever it is, it will be painful, long, often illogical on the verge of surnatural and you will only be sure of success after it happen. Before it is done, any delay or unexpected task may appear at any time.
So why tell you not to worry? The only sane answer I can think of is that they know it will be hard and long and maybe they mean since there is nothing you can do about it, the best is not to worry about it, anyway it will be out of your hands.
The interesting thing is I was lately told at the bank that something was not possible. Because it was not possible I was sent from one desk to the next with people going away to ask some senior in the agency. After about 2h30 of wait (because of the bank strike which had nothing to do with what I wanted and all to do with the "do not worry") and half an hour of discussion between them, the attendant came back, told me to go back to the other desk and tell the attendant there to call that name. So I did. The attendant went away to talk to the lady whose name I was given and just did what I wanted.
Thus, if it is not possible, it will happen. However, if you don't need to worry, be prepared to imagine and use plan A to Z and despair.