http://www.thehealthpages.com/articles/ar-mentl.html#tx7
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Self-help strategies play an important role in maintaining mental health. Among the most useful are:
1.) Exercise...Studies show that aerobic workouts, such as walking or jogging, greatly improve the mood of mildly depressed or anxious people. Even non-aerobic exercise, such as weight-lifting, can boost spirits, improve sleep and appetite, reduce irritability and anger and produce feelings of mastery and accomplishment.
2.) Tuning into Problems...Analyzing recent events to identify possible sources of stress, either alone or with a close friend or loved one, can help a person regain a better perspective. If life has been particularly tumultuous, a lazy weekend away may help.
3.) Self-talk...All of us silently "talk" to ourselves, commenting on how we look and act. People whose inner voice is constantly critical should try to make note of unrealistically negative or critical remarks and focus more on the things they like about themselves.
4.) Keep a Journal...Writing about problems and concerns in a psychological journal can ease anxiety and help individuals work through painful feelings.
5.) To get started...reflect upon each day or week, and identify the most meaningful parts of it. If you experience an intense emotion -- positive or negative -- write down the circumstances and the effects of the experience. Analyze any encounter that makes you feel bad.
6.) Self-help Groups...Many people with physical or mental disorders find that talking with people with similar problems is extremely useful. Hospitals and community mental health centers often sponsor informal support groups. Such groups, especially those associated with a specific problem such as depression or alcoholism, also help prevent recurrences and relapses.