1. Anxiety is a common side-effect of cannabis
2. Try smoking less often and less weed
3. Careful with your strains (if possible)
4. Work on cognitive behavioral therapy approaches to anxiety; they may help in such a situation.
5. Careful mixing with other drugs (caffeine, notably)

I get a little freaked out sometimes but I'm good at self-soothing.
My husband cannot smoke because he is anxiety-prone as it is and weed just makes it worse.