I think you can do exposure therapy yourself if you start small and do it bit by bit. There is a lady who posts on here Ann Van (Name probably wrong) and she has posted videos on youtube. She has a website with these resources on them and some great advice. If you learn relaxation techniques and only work to your own anxiety levels then I do not see why not. It is better with the guidance of a professional but here in the UK the waiting lists are quite long and private consultation is quite expensive.

I do find this site and it's members are very good for support and reassurance.