Anxiety leads to poor quality of life, avoidance of activities, decreased social engagement, functional decline, and disability in older patients. This study will compare two self-directed treatments delivered via DVD videos that can be viewed in one's own home. The two treatments being compared are: psychoeducation, which refers to information and education about anxiety, and a behavioral treatment program, called BREATHE (Breathing, Relaxation and Education for Anxiety Treatment in the Home Environment). BREATHE teaches diaphragmatic breathing and progressive muscle relaxation. Participants will be randomly assigned to either treatment. The study is 12 weeks long. There are 4 weeks of treatment via DVD and 8 weeks of follow-up. Participants will be asked questions about anxiety symptoms, mood, health and functioning.