Cognative Behavioural Therapy (CBT)
The basic promise of CBT is that your thoughs and behavious influence and are influenced by how you feel.  While CBT has very wide application it's particularly useful with fears, phoboas, anxiety, panic and depression.  It is also very good for anger management and social embarrassment.Many self-help books use the princilpes of CBT, though it's much more effective when delivered in a counselling session.