Try to be focused on staying in the moment. I act on stage; and while in character I imagine myself being that peron and copying their traits. It's not the same thing for you but try to think passion and put all your energy into your instrument.

I have an anxiety problem myself and the professionals told me to practice whatever makes you anxious over and over again. Start by playing in front of family and friends. In increasing amounts. Then in front of teachers, people you want to impress, etc. Just try to invoke the anxiety until you can see that the end of the world isn't here and that shaky heart racing panic goes away.

Valium ;).

i think a good thing to mention is that most common-place anxiety is a conscious, mental issue. i had anxiety issues several years ago due to someone i knew. i sought medical advice and even took meds for it. the meds didn't really resolve the issue, only calmed it. it wasn't until i realized that i was allowing the anxiety to control me. i decided to work mentally through my anxiety with controlled meditation.

i'm sure your circumstances aren't like mine but the advise is the same. fear is mental... and anxiety associated with fear is mental. understanding the root of a problem only allows you to find a starting place for resolution.

some of the suggestions offered here are good.... practice in front of people, etc. but knowing that you have anxiety for X will definitely help the process. ^_^