A key thing to remember with anxiety is that it works on a reinforcing cycle. Think of it as a cork screw that spirals up. The best way to stop it is to find a way to end that spiral. Calming works along the same spiral, so if you can start a calming spiral, it should start to reinforce itself until it gets to a much calmer point. The key is to not put any more stressful situations into the mix. Make sure you are calm about the situation and do your best to bring your pup in to a calmer situation as well.