I second khafra's suggestion that you look into Stoicism, although I have not read the book in question.
At least in my case, regular reading of Marcus Aurelius's Meditations helped bring about a fundamental change in my paradigm. I now find myself much more in aware of my feelings and in control of my overall outlook (if not my every affective state).
However, I also second khafra's reservation. Marcus Aurelius seems to have been a smart dude, but people have learned a lot in the last 1900 years. For the modern analogs of Stoicism, see cognitive behavioral therapy and its close cousin, REBT (rational emotive behavior therapy). They emphasize the importance of grokking the relationship between beliefs and emotions--emotions are a reaction to beliefs. (For good information on the Stoic views on this, see the aptly-titled Stoicism and Emotion.)
Destructive emotions are caused by distorted beliefs. In REBT terms, these beliefs tend to contain implicit demands on ourselves, other people, or the world generally. For example, someone's depression might be based on the belief that they're inadequate. But according to REBT, that's not the end of the analysis: they also demand of themselves that they be "adequate," by some standard. (Without the demand, the belief would no more cause depression than any other belief would, e.g. "I'm too short to play in the NBA.")
Recently, I've been ratcheting up my probability estimate of some of Less Wrong's core doctrines (shut up and multiply, beliefs require evidence, brains are not a reliable guide as to whether brains are malfunctioning, the Universe has no fail-safe mechanisms) from "Hmm, this is an intriguing idea" to somewhere in the neighborhood of "This is most likely correct."
This leaves me confused and concerned and afraid. There are two things in particular that are bothering me. On the one hand, I feel obligated to try much harder to identify my real goals and then to do what it takes to actually achieve them -- I have much less faith that just being a nice, thoughtful, hard-working person will result in me having a pleasant life, let alone in me fulfilling anything like my full potential to help others and/or produce great art. On the other hand, I feel a deep sense of pessimism -- I have much less faith that even making an intense, rational effort to succeed will make much of a difference. Rationality has stripped me of some of my traditional sources of confidence that everything will work out OK, but it hasn't provided any new ones -- there is no formula that I can recite to myself to say "Well, as long as I do this, then everything will be fine." Most likely, it won't be fine; but it isn't hopeless, either; possibly there's something I can do to help, and if so I really want to find it. This is frustrating.
This isn't to say that I want to back away from rationalism -- it's not as if pretending to be dumb will help. To whatever extent I become more rational and thus more successful, that's better than nothing. The concern is that it may not ever be better enough for me to register a sense of approval or contentedness. Civilization might collapse; I might get hit by a bus; or I might just claw through some of my biases but not others, make poor choices, and fail to accomplish much of anything.
Has anyone else had experience with a similar type of fear? Does anyone have suggestions as to an appropriate response?