When we feel anxious, oftentimes we choose to cope with an unhealthy choice: food, sex, drugs, worrying, etc. Why would you indulge in these behaviors when they really have zero impact on whatever is causing you anxiety? While you may feel like these behaviors are decreasing your anxiety, what you are really doing is creating an unhealthy loop: I feel anxious, I must eat/have sex/do drugs/worry, I feel better [temporarily], I feel anxious again... lather, rinse, repeat, ad nauseum.
Next time you find yourself feeling anxious, don't give in to the temptation to do what you've always done to cope - DO NOTHING! Though your anxiety might increase at first, stick to it. After some time, you will start to notice your anxiety decreasing. This will help you beat it once and for all.
Next time, we'll talk about some other ways to conquer your anxiety.