Yes, exposure therapy is what I was treated with. Only I fell right off that wagon (which had more to do with my relationship with her than anything else as I stopped seeing her and without someone to report to, I stopped trying).
Essentially, the therapist said to walk around the block one day, two the next, three after that, etc etc. She said no matter how you feel, even if it's, "Hey, this isn't so bad!" Go home. But that applies to, "This is the most awful I've ever felt in my life!" Make sure you complete that goal. Disregard what the anxiety tells you to do. And yes, reward yourself! Do something that makes you happy when you get home whether it be a bubble bath or playing a video game.
Unfortunately this burden does boil down to, "Just do it." But systematically, as already mentioned so you don't overwhelm yourself and make it worse. Arm yourself with an iPod, a hat, sunglasses, or a dog. Anything that makes you feel more at ease. But don't let it win. This is one thing that does not get better without one heck of a fight and the longer you're in it, the harder it is to get out. It can be done.