Working through the steps. Under the guidance of your therapist, you’ll then begin to work through the list. The goal is to stay in each scary situation until your fears subside. That way, you’ll learn that the feelings won’t hurt you and they do go away. Every time the anxiety gets too intense, you will switch to the relaxation technique you learned. Once you’re relaxed again, you can turn your attention back to the situation. In this way, you will work through the steps until you’re able to complete each one without feeling overly distressed.