Essentially, there are two kinds of relaxation exercises you can practice: mental and physical. Physical relaxation includes things like deep breathing. Yoga is also a physical exercise (mostly). Mental exercises include meditation and visualization. Progressive muscle relaxation is a physical and mental exercise.

At its most basic, progressive muscle relaxation consists of lying comfortably flat on your back on your bed or a mat on the floor, closing your eyes, and clenching and relaxing the various muscle groups of the body in turn, usually starting at the head and working your way down to the feet, or vice versa, breathing slowly and deeply as you proceed.

Learning to Breathe

Relaxed breathing is another well-known relaxation exercise. You might find the idea of “breathing lessons” a little amusing, but adherents of relaxed breathing — often called “abdominal” breathing — say that it can be a helpful discipline to learn.

Many of us by adulthood have learned to “hold in our stomachs,” take shallow quick breaths, or otherwise interfere with the slow, deep breathing we did as children. (Watch an infant or child sleep, and you'll notice that with each intake of breath, the belly rises noticeably, falling on the exhalation. There are entire books, or sections of books, about this, as well.) Deep breathing consists of taking repeated slow, full breaths, and then slowly, completely exhaling. Your eyes may be open or closed. As your lungs fully inflate, it is the diaphragm (a large muscle at the base of your lungs) descending that is responsible for your stomach pushing out (as indeed it should).

Some people find it helpful, while learning, to place a hand on the stomach or chest in order to feel the breath coming evenly and deeply into and from the lungs.

When you feel anxious, you tend to take shallow breaths. Or you might hyperventilate (breathe far too quickly, blowing off too much carbon dioxide) and feel faint. (This is why you may have been directed to breathe into a paper bag in that case, as breathing in some exhaled carbon dioxide will alleviate that lightheaded feeling.) Focusing on taking deep full breaths for a period of time can help you to feel calm; as a regular practice, relaxation breathing can become a helpful friend against OCD and anxiety in general. In fact, it is difficult to maintain a feeling of anxiety while breathing slowly and deeply. The physiological responses associated with deep relaxation are said to be incompatible with those of heightened anxiety — that is, when you are very relaxed, it's impossible to feel anxious.

A Word about Relaxation: Relax!

Like most skills, many of these require practice before you can expect to master them. Even though things like breathing, posing, imagining, and relaxing your muscles might not seem as if they would demand a lot of effort, they do employ concentration and, in some cases, different ways of looking at things. Be patient with yourself and the exercise. Try to remember the last skill you mastered. While you may have “taken to it” right away or even had a natural knack or affinity for it, chances are there were (and probably still are) moments of frustration along the way. Take some time to experiment with different CDs, tapes, or classes until you find the relaxation method that appeals to you; it'll be worth your effort.