Let's see if we can find out why do we have anxiety at first place. There are more causes, but the important one is that it is natural brain mechanism to deal with danger. In simplest words, our ancestors had to deal with danger on pretty much daily bases, the anxiety is deeply rooted in our primitive brain; it is a great mechanism that evolved over hundreds of millions of years. When our ancestors encountered some danger, a predator, they had to act fast otherwise they were killed, eaten alive...
Anxiety is basically a physiological response of our bodies (increased heart rate, increased breathing, sweating, tension, getting ready to fight of flight,...) to combat some danger triggered by external (but also internal) stimuli...
How does it relate to girls? Why is it that when you see a pretty girl you freeze, start sweating and breathing shallowly, get all anxious and so fort? Well, all pretty women were always valued highly by our society, virtually all men compete for the prettiest girls out there for millions of years.... Which means that many men were beaten and humiliated, even killed, therefore our amazing brain developed this defense mechanism that associates pretty girls with high danger... For many guys, pretty girl is simply trigger for anxiety, many guys feel so much fear that they are unable to approach and talk...
So whenever you see a beautiful girl, if you are a normal guy an Alarm will sound in your head: High danger, watch for low flying objects aimed at your head! Watch for your friends too, you don't end up with your best friend's knife in your back...
That DOES happen, even today, and your brain knows it. Everybody simply wants to fuck beautiful woman and there are lots of fights, that's why it is associated with high danger...
Speaking in front of a group is very similar in a sense that it is also a trigger. You have to stand up and present yourself to others. You have to show your logic, articulation, skills. Imagine if you were in a small group of our ancestors, and competed for some high(er) position in society. Chances are that other males would also try to take you down in competition for that position. Why? Because the higher the position the easier access to all those prettier girls, at least at that time... Thus it was and still many times much easier to keep low profile, shut up and don't say anything... 100,000 years ago you may have been beaten, killed. Today you may be fired, arrested, fined, humiliated by others... Even today people laugh at you when you say something silly, especially in schools, which is also associated with emotional pain...
So even though it is little bit different than with girls, standing up in front of others may be a good trigger for our anxiety; we may get paralyzed, unable to talk, breath fast, sweat and so on as our brain is trying to avoid any potential pain...
Anxiety is actually our very good friend, it is our older brain (primitive brain) that is trying its best to avoid physical and emotional pain, it is trying to save us from humiliation or even being killed... But we also have a new brain, neocortex, and that one is more rational. So we have to be smart and out-think our old brain with our neocortex, we don't want to get rid of natural ways that prevent injuries...
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So now when we understand the basic principles that triggers anxiety, we may develop some rational strategies to deal with it.
* Simplest way is to take some pills. Xanax will calm you down. I'm not saying to take it every day, but once every couple of weeks/months/years for interview? Why not, it is simple and effective. That's why so many people get hooked so easily on it... I know, I know, nobody wants to take pills...
* Take care of your emotions. Your brain doesn't do a good job keeping the different emotions at the same time. You can either be highly anxious or keep calm. You can either be happy or be depressed. Your brain simply can't do both, it is not that smart. So practice meditation, relaxation, practice peaceful mind, flood your brain with positive thoughts and good feelings... This way you'll minimize the occurrences of anxiety...
* Understand anxiety/nervousness, where is it coming from, what is happening in the body, what are the triggers and so on. The above is only a quick preview, you can read lots of great books on that topic. Once you understand and are aware of triggers, it is much easier to manage it.
At the same time, develop strategies to cope with Anxiety: Hey, I got to go for an interview next week. Chances are that I will be highly anxious next week. I'll try to relax more, I'll try to breath more deeply, be more relaxed,... I know what I am expecting, there might be difficult questions therefore I'll be ready for as many topics as possible... At the same time, people are just trying to find out who I am, what am I about, what I want to accomplish, what are my goals... Remember, most better jobs are ran by professional people. They are trained in dealing with people, chances that you actually meet quite good people during interviews for better positions are quite high...
The same with when you meet a new hot girl: Hey, I know that whenever I meet a hot girl I get all nervous and sweaty. I get all tight and anxious, my chest is squeezed. I know that she triggers all these reactions. So maybe next time I'll try to take couple of deep breaths while relaxing more, I'll try to calm down...
Rationalize: I already know that there is no imminent danger from that girl (or group of people that you talk to), it is simply a conversation, exchange of information... Remember, classy girls are Nice - they don't bite, they love to talk, they don't turn you down... They will smile at you 99% of all the time...
At the same time you got to have reasonable expectations: Not every classy girl will sleep with you just because you approached her, asked for her number, practiced sexy smile and have glassy eyes... Sometimes our ego is simply way bigger than we want to admit... but still, the interaction itself is actually nice, painless...
* Association: learn to associate good feelings with those situations. Say a guy is a normal guy, and he meets a nice girl - but he gets rejected. Then he meets another girl, and he is rejected again. Third time he goes to meet a girl, but this time he already expects failure, he is already anxious about the outcome - and he gets rejected again. Next time he goes, he is already in high anxiety, he is very nervous because he expect failure... So now he created a huge internal trigger for himself: Anytime he sees a pretty girl he already expect high anxiety and failure. What is much worse, that once he projects these things, especially failure, he will be rejected again. It is self fulfilling prophecy, his thinking is now distorted...
So again, we have to use our newer brain to overwrite the logic of the old one: Hey, it may not always be me. I can improve in ABC areas and I am already doing my best, I am improving every day for the past X months. I know that with girls it is many times just a number of approaches - I may approach 30 girls and chances are that all 30 are taken, but it doesn't really mean that there is something wrong with me... I simply have to work on approaching more girls, work on Abundance Mentality, the more Abundance the less anxiety...
Same with jobs: hey, there is 5 positions and 50 applicants. 45 will get rejected no matter what, I could be one of them. Does it mean that I am the worst candidate? Not at all, it just means that the others were more qualified than me, those fuckers knew somebody (as is unfortunately many times true), or they were able to present themselves in a better way than me. I am already doing my best to improve my resume in XYZ areas, this way I can increase my chances to be hired multiple folds... Same as with girls, sometimes it is just comes down to a number of tries...
* Systematic Desensitization - fancy words saying that we should simply do more of girls approaching and more speaking in a group, because we will eventually get used to it. And it is true, it is a good technique, the more we do the better we get at it, and the lesser our anxiety will be...
Go more between people and learn to relax, meditate (while walking in crowds). Loosen up, stop staring at people like a weirdo, stop labeling people and shuffling them into different boxes. Just relax, smile...
See that cute, sweet girl? Ok, smile again, relax - and walk away. Maybe say couple of words when you see another girl, and then walk away - you don't have to sleep with her, you don't have to marry her, and you don't even have to ask her for a number... This way you associate people with good/positive mood...
Also, another good way is to get a job where you are exposed to many different people, where you have to talk to them directly or via the phone. 8x40, that's 40 hours per week of such exposure. That is good, that is a lot, you don't get that experience by approaching couple hours over the weekend... Get a job where you deal with girls...
Do more preps for interviews. If I were back in my 20's I would definitely do some extra public speaking in college, just the fact that you have to stand up in front of many people, confront your anxiety directly and talk is a great experience. Who cares that you are nervous, most people there are nervous. Fear of Public speaking is many times rated as #1 fear; Once you overcome this fear all the other fears will be LESS... I know you are annoyed in college by public speaking, that you think it is a wasted time... but ace it, make it important for you because it will help you for the rest of your life in many different areas...