Out of curiosity, what does cognitive behavior therapy look like in practice? Can it be done on your own or do you need to be directed by a psychiatrist?
You want to do it with a professional therapist. There are self-help programs but they're usually done in conjunction with therapy. There are therapists and psychiatrists (the latter are medical doctors and more expensive, like $250 vs. $70 per hour) and you can usually do it with the former, but you want a person who is skilled in that type of work.
Cognitive-behavior therapy is a lot more intensive than, say, reading a self-help book or two. That said, there are some quacks out there, so if you have any reservations, get a new one. And don't try any approach that makes you feel uncomfortable; some of the "new age" shit is bizarre, untested, and flat-out doesn't work. That said, don't fire a therapist if the results aren't immediate. It really takes time and there are no shortcuts. (Try meditation; it takes years to develop skill.) Just to develop basic rapport with a therapist is 6 months.
