Dealing with the anxiety

I tend to think things through yet I have difficulty applying things to my situations.  In this case, it is anxiety.  All I know is that I would like to overcome the anxiety that goes with wanting to give up.  I need help in moving forward.  That is the real reason why I give up.  I would like to change that, but I don't know how.  How do I overcome this anxiety?  What are the changes that I need to make?  I would like to lose this weight and keep it off.