It is also possible to achieve a deep trance state just by listening to a repetitive sound in a dark environment. Headphones are especially useful as they tend to place the sounds almost inside your head. A decent pair of headphones (not the walkman type) that fully cover the ears are best suited for this. Radio Shack has some very lightweight models that can be had for 25 bucks that I have found I can actually sleep in (on my back of course).
At Target there is a display of meditation and relaxation CD's (you may need to ask where it is as it is not in the CD section). There is quite a variety of them available, more than you would imagine. I have the "Pure streams" and the "Soothing rain" CDs and they both are very relaxing. It is difficult to listen to them using the headphones and not drift off to a natural calming sleep.
While you are listening to the sounds, use your mind to imagine the surroundings, this keeps your brain from agonizing about your troubles. It takes effort to create a world based on only one sense and that effort keeps you from concentrating on problemetic things.
I imagine a back porch with a tin roof overlooking a large praire when listening to the rain CD. There is a cool breeze blowing and I am in my hammock with my best friend from my youth, a short haired tabby cat. I can even hear him purring.
Its tough to feel anxious with imagery like that in your mind.
Give it a try, I think you will find it quite relaxing.
Mike