They used it in a partial hosp program I was in, I do try and use some of the coping skills. It was first used for people with borderline personality disorder, but it's use is being spread wider. (I was in a depression/anxiety program).

It's meant to be different to CBT in that it accepts you can't change everything, so hopes to provide coping skills for any distressing situations that continue to arise.

Copied and pasted: improved coping skills in the areas of mindfulness, interpersonal effectiveness, emotion regulation, and distress tolerance.

If anyone's really interested, there's a link to a pdf file about DBT on this page http://www.twobrattle.com/Programs/programsIndex.html