Meditation cards have helped me focus when I'm very anxious. It takes a good half an hour before I feel fully relaxed though. However, it's worth the time to me.

Guided imagery cds, like the ones in the above post, help too. You can download single tracks for meditation, relaxation, guided imagery, etc. from msn music for a dollar each. I find I have to vary what I listen to, otherwise I lose interest.

Good luck.