Hi someonelse,
That's a mighty good question... so, I only have a few tips for it. (I also still have that problem when it comes to situations where the pressure's on).
I think that learning something like meditation, taking time out to do the things you enjoy that stop your mind from thinking (whether this be art, sport ...) but doing something in which there is a focus that takes your mind off of all your past-present thoughts and just puts you in the moment. Like art, when you're in 'the zone' you're so absorbed in what you're doing that you soon forget other preoccupations; and your mind gets a break. Just giving your mind that break tends to dislodge it out of familiar patterns of worrying and predicting what could happen.
There is also this book called A Course In Miracles, which although the word 'God' is used, it was written by an atheist and is all about lessons to follow on a daily basis so that a person can lose all their past associations. In it it is said, nobody really sees anything, we only see the projection of our thoughts onto something. For example, when you look at a cup, you remember what it feels like to put your lips against it and drink, or you rememember breaking the cup oneday, or you remember the taste of coffee, tea, etc... And that because we only see the past, we therefore do not see anything at all; and we don't really think either. We just run a movie of old thoughts and experiences.
ACIM can be downloaded off the net for free, at:
www.acim.org (and choose the option 'lesson for the day' in which there are at least 200 of these)
And other than these two mind relaxing-adapting things that you could do, you could also take a philosophical look at your experiences and for example, like thinking that what happens now (or also then) is just temporary and some people who were 'last' end up being 'first' later; that everyting changes. I could go on about stuff like this (since it helps me out to some degree always) but really it's working on what your model for the world and what matters, that can help a person. ...It hasn't yet helped me to cure my anxiety, but I do believe that it has helped lessen the negatives of it. (My psyhiatrist wondered as to why I didn't have really low self-esteem, and I told her that it was because I look at the world in my own way -I'm out of work, but I choose to look at what is 'inside' a person as being important. And eventhough I'm still not convinced enough of having these 'better' kinds of values, they still help me to the extent that I have them.)