It may be a good idea to get working with your therapist before giving into the anxiety feelings,or when you feel them coming on stay in class if you can but distract your self from your thoughts, it is impossible to experience any negative feeling without first creating a negative corresponding thought,the source of our experience is always our thinking.So you are sat in class you start to think about something that happened to you,then you start to feel that anxiety creeping over you, you tell your self No I will not do this, ground your self, look out of the window tell your self how pretty it looks out there how blue or grey the sky is, "Now what am I going to eat tonight," listen to what is happening in the class, focus in on that..no thoughts, no anxious feelings.This can become a habit, takes a bit of practise, visualisation works well,focus in on something positive like a meal with a friend, a movie you are going to see, actually see your self eating and enjoyong a movie.Good Luck.let us know how the therapy goes.