Whilst some people are sceptical about CBT - it's like many things - the more you put into it the more you get out of it. So it's really worth embracing, particularly if you get a good psychologist/coach working with you.
By acknowledging you have a problem this is like "throwing a six" and is a good start. A lot of people find it hard to accept this problem which makes it harder to solve. Once you know you have anxiety, you can start to understand the link between "it" and the physical symptoms it can give you. For example, if you start getting the feeling of shallow breathing, you can say to yourself - that's just the anxiety, nothing else. Naturally, there are many techniques to manage the symptoms and there is some good stuff on the web if you search for "tips for dealing with anxiety". Some of it, at first sight, sounds odd, like self-talk but is better than you think.