Most entrepreneurs wait until they develop troubling physical symptoms before seeking help. Even then, they may resist their doctor's suggestion that they see a therapist. "They think you have to be off your rocker for that," says one psychiatrist.

But going into business is often lonely, and talking out problems can be helpful. When Suzanne Kramer started Nanny Service Inc. in 1985, she would lie awake all night "with my mind ticking away. The whole situation was overwhelming."

It seemed that Kramer couldn't trust anybody. The graphic artist she hired to design her fliers made them the wrong color. After paying a consultant to help her name the business, Kramer got a threatening letter from a company with the same name. And she wasn't having much luck attracting nannies or families needing them. "I found I would start worrying about my business, and pretty soon I'd be worrying about everything," she recalls. "It had tentacles."

Along with insomnia, Kramer got severe headaches and searing pains in her stomach. She lost about 10 pounds. Finally, she made an appointment with her family doctor, who recommended that she see a therapist. "I'm a pretty together person," says Kramer. "But I knew I needed to talk these things out." During a few long therapy sessions, "I got things off my chest and felt better."

The therapist helped her to set up a "worrying schedule" so her fretting wouldn't become all-consuming. It's a mental game that Kramer plays. She tries to avoid worrying about her company during the week; instead, she sets aside time on Saturday mornings to do just that. She also uses a stress-reduction tape that instructs her to systematically tense and relax each muscle group. "What people need most is to be able to talk about their problems," notes Peggy Roggenbuck Gillespie, Kramer's therapist. "They are often very isolated."

Cost: therapists generally charge up to $60 an hour, and some treatments are covered by insurance. An hour with a psychologist or psychiatrist can cost more than $100 in metropolitan areas.