I have to agree with Jim. The research seems very clear that exposure is the first line in treating anxiety. Cognitive strategies do have an important place, but primarily in supporting the exposure work (i.e. dealing with the client's fears about exposure, and coping with the exposure work itself using techniques like cue cards etc.). It is very doubtful that anyone is going to learn to manage their anxiety by simply changing their thinking - you need to walk the talk. Incidentally, I think it is very important to help the client see that we are aiming for management, not cure, otherwise we set them up for disallusionment.