It might sound weird to others but your mind is constantly telling you stories. 'I would feel better if I had drink' or 'I should avoid this situation because I might have a panic attack' or a magical combination of both 'If I drink I won't have a panic attack'.
Now it is also being offered online at www.innerengineering.com.
Above all, Sadhguru Jaggi Vasudev, the person behind all of this, is the coolest, most awesome spiritual master i've come across.
That's what works for me. It's not at all involved, just concentrate on breathing. When the mind wanders, just pause & (non-judgmentally) go back to observing the breath.
Of course YMMV, but I find half an hour a day is enough.
That's the same method "Happy to Burn" describes, but I still find it a case of "easier said than done", and difficult to do.
Its just like physical exercise - repetition makes you better. And just like physical exercise, it makes your entire life better.