Many people find ordering wine in a restaurant even more intimidating than buying in a retail shop. But it can also be a satisfying adventure leading to new discoveries.
At a fine restaurant, the sommelier, or wine steward, can be your greatest ally. The more parameters you can provide, the easier it will be for the sommelier to match the wine to your tastes. You might ask your guests what type of wines they enjoy and then ask the sommelier for suggestions in that general category - say, a fruity Merlot, a powerful young Cabernet or a fully-mature Bordeaux.
To subtly communicate your price range, point to two or three wines on the list and say, "I'm looking at these; what do you think...