I received some inquiries how to deal with anxiety during pranayama, a subject that is also covered in detail in the pranayama book. In a nutshell, reduce your breath count and let go of any ambition to lengthen it. The attitude of achievement that many modern yogis use to approach asana practice (that is you feel better when you have achieved a new posture or level of flexibility) cannot be transferred into pranayama practice.
You need to listen to your body to tell you when you can extend your breath count and versus letting your mind decide. Helpful is also the use a 1 : 2 breath ratio, meaning make the exhalation double the length of the inhalation. Finally pranayama techniques that increase kapha and decrease pitta do help with anxiety as well but you need to consider the whole person before subscribing any of them as they are not helpful if you suffer from aggravated kapha already.