Session 4, in the Supplementary Materials: "Social Anxiety Makes You Believe That Getting Better is Impossible".
This handout starts out, "Social Anxiety lies to you and trips you up every time you make an effort to overcome it. It puts roadblocks in your way and tells you that you'll never be able to get around them..."
I agree with some comments here. One has to be ready and open to therapy. If you just don't believe in it, you're mind will be fighting it the whole way. One also has to actually commit to it and be persistent. That's like asking, "Does the gym make you healthier?" No, ... only if you to go there, then only if you actually do the exercise, then maybe only if you're doing that exercise correctly. And then, how much work are you willing to put into it to make lasting effects.
And the other frustration most of us have faced is having tried other things that did not work. Books or workbooks, other slivers of some kind of "habit practice" or mindfulness or yoga that is supposed to help us in so many ways and maybe is great for one thing or another, but really isn't an answer for social anxiety which needs a structured step by step approach combining all foundational areas. Then you get therapists or groups that say they'll help you and understand you and they really don't get it, so you feel like a failure there, too.
I think we all have trouble believing in anything at first. And ANTs will keep you feeling that way for a while anyway. It's not an easy step for anyone to take, and harder for some than others. Ultimately it's up to you.