Dismissing it as simply a lack of exercise, in my opinion, is reason to find a new GP. That said, getting more exercise is always a good thing. As is eating healthier. Cut back on the sodas and caffeine. Though, as my therapist said, unless you're unusually sensitive to caffeine you shouldn't have to cut it out completely in order to stop panic attacks.
Another thing I did was had my GP test my vitamin B, D, and magnesium levels. I was low on all and being low may be a contributor to anxiety so I started taking supplements. I'm trying to identify foods I like that are high in them so that I can get them more naturally.
Also, and this is another key point that I should've mentioned before, fear can only exist in a vacuum. So talk about it! Lets get rid of this "I'm a fearless American MAYUN!" bullshit. We're ALL afraid. We're ALL vulnerable. Its ok. It doesn't make us weak.