I don't think I am agoraphobic although I do have similar issues in crowded/noisy environments and large rooms or spaces but I put that down to anxiety linked with Depression. The only thing I have found that helps is listening to my ipod when I go out or holding onto something cold...for example if I have to go shopping then I will head straight towards the drinks fridge and pick up a canned drink and hold it as I walk round. I think it is about concentrating on different sensations, or just something other than your anxiety/bad thoughts/concern about the situation. I guess sipping water would also fit into that.
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