This think jmed's link has the right idea.

The key to desensitization, in my experience at least, is to be able to force calmness during the whatever is causing the nervousness/stress/fear durring exposure. Start off with the smallest stimuli that invokes fear and do your best to be calm and relaxed. Deep breathing at first and latter activities that require some attention like reading, cooking, stretching, etc. After the current level of stimulus does not interrupt these activities increase the level of stimulus and repeat.

If no progress is made in a month I would recommend continuing the effort, but shifting focus to conquering smaller fears first. Take advantage of real life situations that make you nervous/stressed/fearful and do your best to calm yourself. Do scary/action movies get your heart pumping? Go to a movie let yourself get wrapped up in the movie and then try to calm yourself down.