Panic attacks and phobias

Hey. I'm wondering if you think that we can mentally make things happen. For example, i believe i have a phobia or many phobias and i often over think things and exaggerate as well as freak out for lack of better words. When i'm driving i feel claustrophobic, and so i begin to think of bad things that may happen to me and i start to breathe really heavy and stuff. It doesn't happen all the time but too often. What do you think is the problem here or what do u recommend?