I went to hear a famous performance psychologist speak. Her main vocus was with singers and pianists, but I felt her advice was useful. She said that performance anxiety is a form of fear, and humans are designed to have fear. The only people with NO fear are by definition mad and we medicate them and/or lock them up! Fear, in and of itself is a protective mechanism. The problem where performance is involved is that there is presumably nothing to truely fear. What I mean is that the horse show police will not lock you up and throw away the key because you blew your changes or stuck on the walk pirouette. And you know this is true but it doesn't help. Being afraid your mount will run off with youor buck you off can be reason to be fearful. But stop and examine the circumstances dispassionatly. Do these aberations happen often? Are they likely? Or is this just your overactive imagination at work. I was really nervous before my debut show after a nearly 20 year hiatus, until my dear friend Meagan Szarek (who was grooming for me) said,"but Dale, it's only Erik", my horse I rode daily and had treated me so well.
So, since banishing anxiety and fear won't work, this psychologist asked the audience to look into their own lives at the motivation behind the fearful activity. Was it fun, personal gain, pleasing someone else? She felt that people who really came to grips with their OWN motivation were better able to control their anxiety. And that is certainly all I have ever been able to do.