Yeah I believe therapy is important. Trying to find the root of your anxiety and to deal with that. I have Panic Disorder, OCD and Depression. I avoided medication for a long, long time. Partly because my OCD (fear of medication) and partly because I didnt want to accept that I needed medication to make me "normal". Finally, I had to understand that my illness is chemical. Something that is beyond my control and that the medication is there to help. And it does help a great deal.
I have intrusive thoughts just like you and it is the hardest thing to deal with. Having a T to talk it over with take courage but probably the best route to go. I wish you luck with this as I know how difficult this must be for you. Please take care and keep us posted.

P.S. Ozzie had a good suggestion about the breathing. It really helps. In my T sessions we have talked about my intrusive thought and how to handle them. When you have a thought. Notice the thought. Do not judge your thoughts. Understand that it is just a thought no matter how horrible or painful it is. It's not reality, it is just a thought. Also, try to distract yourself. When you have a thought, quickly name 5 things you can see around you. Then name five things you can touch. Then name 5 things you can hear. I know it sounds a little "cooky" but it helps distract your mind. Count backwards by three's from 100. I would also suggest some books for understanding anxiety and OCD. These books are most helpful.

I hope I helped. Take care