This is good advice for supplemental improvement if you are already getting professional help.
I just wanted to add. If these things don't work, or you are feeling suicidal, or haven't talked to anyone -- please talk to your doctor. The same treatments will not work for everyone and it is not your fault if a regimen doesn't help or you can't stick with it. Even 15 minute no brainers are difficult when you are depressed.
Also, be honest about your symptoms. Anxiety may be easier to talk to your doctor about, but you can wind up prescribed addictive narcotics that will hurt rather than help.