Helping getting rid of anxiety?

The past week and a half I have been pretty anxious about my breathing. I know that I don't have a breathing problem but my throat just feels weird. I don't have any pain in my chest and I'm not wheezing or anything but I don't know why I am anxious about my breathing. I had a similar problem about 3 months ago, and I went on Super B-Complex and Magnesium pills (natural pills to help anxiety) and my allergy medicine. I stopped taking my allergy medicine and the 2 other pills a couple days ago because I thought maybe my problem was that I didn't need to be on medicine. Right now I am just taking Vicks VapoInhaler which just helps to open my nose when it's congested. I hate being anxious and I just want enjoy myself when I go out with friends and stuff like that. I do not want to go on Xanax because it has some pretty serious side effects and I don't want to be "zombied out."