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My boyfriend is totally supportive as well. Fortunately (and unfortunately) he has suffered from Anxiety in the past. But sometimes forgets how serious it is. So what works for us is talking. Expressing your fears, emotions (good & bad), your thoughts.. Anything and everything that has to do with anxiety. It's almost like going to therapy but with someone you love. Being open and honest is key. Especially when you are trying to help them understand what you are going through. We can't blame them for not knowing any better. But we can help them understand better.
My fiance has never dealt with anxiety. His range of emotions is much smaller than mine. At first I didn't try explaining the actual anxiety to him, because explaining that I was a cutter was enough. Once I began controlling the cutting, the anxiety became a bigger problem (I was overcompensating or something like that). I was very blunt with him about the anxiety and about the things that I was feeling. He understood a lot more when he actually witnessed a panic attack, but you can't just make that happen. You may also consider finding information on it for him to read. I explained anxiety like this, "It's like your insides are trying to explode, but your skin won't let it out." I'm a very hands on, physical person so this explanation seemed to work, you may find something else though.
Communication is the key. It's not just some stupid quote. It's real.
Communicating with someone can unlock you from all your fears. You need to say screw the fears I don't believe in them anymore. Be completley honest with yourself and read about everything before deciding that's whats bothering you.
Once you realize that within yourself (some kind of new wisdom)*. then your relationships will be more exciting.