I agree with mega that cognitive therapy is the real way to go. Also, excercise has been shown to help greatly with anxiety and depression. I usually lift weights, but I cannot deny the overall feel-good effects of a good jog, especially when i incorporate in short-burst interval training. I get a great rush of endorphins every time I do cardi this way. For me, its a different kind of "high" compared to the pump I get from lifting weights.