CBT is about challenging negative thought patterns/beliefs. Basically you have a negative thought, like I'm no good at my job. You then challenge the belief by finding out if the belief is true or if you are being unrealistic. You find there is no evidence of being bad at your job hence the bad belief is replaced by a positive or more realist belief. Basically that was CBT for me.
NOTE: I don't know if I explained it very well, maybe have a look at wikipedia.
Anyhow, CBT didn't really work for me as my problem was/is blushing which was either caused my SA/SP or developed because of SA/SP.
CBT has been shown to be effective in some people so I urge anyone to give it a go at least.