One problem that can occur is a lack of anxiety reduction during an exposure. If that’s the case, ask yourself if you’re staying in the situation long enough to allow yourself to habituate. Since many of the situations that cause people anxiety involve crowds and other people that we can’t control, sometimes something you weren’t expecting to occur can happen that increases your anxiety. If that happens, try to stay in the situation a little longer to allow your anxiety to come down before you leave.
Sometimes, people will report that their anxiety doesn’t come down a whole lot during an exposure but that it does with repetition (i.e., you experience less anxiety on the fourth time you do an exercise compared to the prior three). Research suggests that that’s OK, as well. Again, the important thing is that it is getting easier to do over time.