I have a sign up in my office that says, "Do one thing every day that scares you." It is inspiring to my patients and lets them know that the goal of our work together will not be for me to talk them out of being anxious, but for them to behave themselves out of being anxious.
Many people think that there are magic words or magic pills that can be said or given to just change the way they feel. This just does not happen. In order to really change the way you feel, you need to change how you behave. For example, I will probably not be able to just talk you out of an elevator phobia. It will not be until you actually get on an elevator that you are able to truly see that you can overcome your fear. You may be able to tell people that you are not afraid of elevators, and even convince yourself of that fact, but until you actually get on the elevator and face your fear of it, your words do not mean much.
Working through stressful events is a difficult challenge. It means that you will have to be uncomfortable. Now, this does not sound fun, I realize, but in order to really overcome stressors, we need to learn that we can handle the discomfort that we experience when confronting that stressor. Once we learn that we can handle the stressor, then we will not be bothered by it anymore.
We do this already in medical science. When we have cancer, we go through chemotherapy, even though it is difficult and uncomfortable, in order to try to get better. When we are addicted to drugs, we go through withdrawal, which is very uncomfortable, in order to get off of the drug. So, in order to get better for some problems, we agree that being uncomfortable is the right thing to do, but when it comes to stress, we often just want it to be gone and fixed right away, and we will do anything that it takes to stop the stress. While this may offer you some short term comfort, the long term result is only more fear.
So, do something each day that frightens you. Face your fears and teach yourself that you can handle what life throws at you. The more you run away, the worse you feel in the long run, even if there is an immediate reward.