My therapist won't be sitting in the car with me or watching me walk the mall by myself. However, he can give techniques to help with the anxiety, and he can support me when I see him and tell him what's happening (for good or bad). I know we start by imagining what sitting behind the wheel is like, then sitting in the car and dealing with the feelings. I can take my car around the neighborhood for a few minutes at a time. And so on.