Confronting feared situations is a critical component of treatment for anxiety disorders. Of course, confronting feared situations is only done after clients have learned strategies to manage the discomfort these situations may bring. This involves cognitive behavioral techniques to correct dysfunctional thinking, tools to manage physical discomfort, and strategies for problem solving stressful situations.
Confronting a situation is very different than simply exposing yourself to the situation. Consider what would happen if firemen and police officers were simply exposed to fearful situations. At best, they would experience a reduction in the physical components of anxiety, but this would hardly put them in the position to deal with dangerous situations. Additional training would be required for them to achieve mastery of the skills needed for their profession (e.g., putting out fires, helping people in need). In my practice, I have found that the presentation of fearful images is not nearly as effective as having the client voluntarily confront them.
When I am working with clients on confronting feared situations, I ask them to imagine a mildly fearful situation. I then ask them to gradually try to intensify the image. What usually happens is quite surprising- their fear diminishes- a process referred to as paradoxical enhancement. The reason: the act of confronting their fears empowers them, which counters the fears they would otherwise expect to experience.