“Exposing yourself to your fear” means doing small steps until you feel no fear. If you’re afraid of dogs, start by looking at a badly drawn doodle of a dog until you feel no fear response. Then, look at a photo of a dog, then a video of a dog and so on, until no fear response exists at each stage.
Source: How to Overcome Fear @ wikiHow
image: shy by mark O'Rourke under Creative Commons license