Sorry I didn't see your post!!
There are heaps of methods and techniques used by Cognitive Behaviour therapists and your therpaist will work out what is best for you to use.
Most of us avoid situations becuase we fear we will have a panic attack, pass out, vomit, go crazy in front of others etc etc. It's not realistic thinking really and CBT teaches you how to get back into what you avoid by teaching you how to cope.
For example, your therapist might work with you in his rooms and get you to just think about an axiety producing situation. As you think about a situation that causes you anxiety your body tenses, you may even feel a panic attack coming on. The therapist will then get you to relax while you think about the situation until you can think about it without an axiety response. (I hope I'm making sense). How you learn to react in therapy will also work when you try it out for real.
I could go on and on but if you have any specific questions, feel free to ask!!!