Cognitive Behavioral Therapy can be done, to a point, on your own. The therapist is there to help you stay on track. I think Sky has a list of CBT stuff in one of the forums here.

But essentially, it is repeating affirmations to yourself, recognizing when you start spiralling into that bad place.

When I first started, I combined my CBT at home with copious amounts of really heavy yard work. I was literally hacking ivy and blackberry vines with a machete, repeating over and over to myself to stop thinking about the bad things, telling myself, to the rhythm of my hacks that I was strong, I could do this, I was in control.

I know... it sounds completely insane. I can only imagine what my neighbors thought! A machete, Linkin Park on my stereo, and the occasional tantrum.

But slowly, I gained more control over my thoughts.

I must sheepishly add now that my pdoc eventually put me on Xanax XR to make me stop overworking.