It does gradually work (or has for me) but you have to be damned persistant and I think there is a nack to doing CBT which I think therapists can often fail in getting across to you. It's not a case of 'I did it for a month, didn't work', you need to do it for the rest of your life. The CBT course just shows you how to do it, it does not mean you should be cured at the end of a 6 week course.