I started daily meditation about 2 years ago and it has been a tremendous help to me in overcoming anxiety. I started with the following:
Meditation for Beginners by Maritza (This is a DVD)
Meditation for Dummies by Stephan Bodian (The book includes an audio CD which is very helpful)
There are a variety of meditation techniques available. I prefer mindful meditation because it's effective and a very easy technique to get started.
As you start to get more advanced, I recommend:
The Joy of Living: Unlocking the Secret and Science of Happiness by Yongey Mingyur Rinpoche
Also, check in your area for beginning meditation classes. Often there is a Buddhist temple nearby that offers beginning meditation classes.
The meditation may feel strange or boring at first, but stick with it. It's a great way to train your mind for coping with life's issues. I think of it as a calming workout for my mind. Just as a physical workout takes awhile to build up strength for your body, it takes meditation awhile to build up strength for your mind.
Please feel free to PM me if you have additional questions.