This is accepting the feelings and body sensations that one gets with anxiety as uncomfortable but one that you can handle and that will eventually change and pass.  We tend to catastrophize these sensations as horrible, terrible etc.  But we can change our perspective to just uncomfortable.  In a sense we raise our discomfort tolerance.

We can also accept ourselves as being an anxious person---and that's OK - a lot of people are.  It's OK to have the feelings we do. We do not directly control our emotions so we ask the impossible if we ask ourselves to do that. Finally, we have to see and accept the situation, as it is, not what we want or demand it to be.

We have control of most of our muscle groups and we can learn to relax our muscles into the anxiety by practicing "Progressive Muscle Relaxation".  This is a process best learned from a practice audiotape that isolates each muscle group of the body while tensing and relaxing it with proper breathing.  Other methods can also be used to learn to relax muscle groups. You may need to purchase audiotapes or work with a therapist to develop good relaxation skills.
   

We develop habit patterns of thinking with anxiety disorders that often contain many unrealistic thoughts.  These habit patterns of thinking are called automatic thoughts and pop up very quickly in anxiety-provoking situations.  We must learn to identify what we say to ourselves in these situations and counter any unrealistic thoughts we may be thinking.  It is the unrealistic thoughts that drive our anxiety to higher and higher levels.
Self-Help books such as Feeling Good, The new mood therapy, by Dr. Burns or self-help audiotapes like Guided instruction for coping with anxiety and stress, by Dr's Cowart and Kominek may help. It would be best to combine the self-help material and work with a therapist to best understand this concept.