I've also read about CBT and agree that it seems helpful. I took from it the idea that if you're avoiding some activity that you think you would probably benefit from, look at the reasons you think it will be hard/painful/whatever, and you should not only think about and defuse them purely intellectually, but also through practice (starting w/ milder efforts) get your toes wet in that direction, comparing the actual results to your overblown negative expectations.

Also, in my experience, I've never been disappointed when I honestly describe some negative emotional reaction I'm already having, and look for some insight into why I'm having it. That is, I'm already feeling terrible, and so coming up with true-seeming stories explaining the feeling (and perhaps deciding that I've learned something, or have some plan for doing better in the future) is a mild relief.