When we become physically relaxed and focused, we can approach altering our behavior and staying focused and true with our values. For some people it will be the key. When you have faith, you can endure a lot of stress without being knocked off of your central focus and thrown into turmoil. Many people substitute other values and philosophies for religion and find that these also can help them achieve a sense of optimism, belonging, and faith. Reducing your overall level of anxiety will be very helpful in controlling phobias.
Many therapists use a technique called systematic desensitization to treat phobias.
In this technique, they teach people relaxation and have them mentally imagine the feared objects, such as heights or snakes. By imagining the object during relaxation you can gradually teach yourself to approach those objects with less fear and anxiety. You will find them in the section on disorders. Also, you will find an interesting list of phobias. Meditation can be very helpful in teaching you to let go of certain thoughts.