hi deb and welcome!
I know that some people use a benzodiazapine such as Xanax for breakthrough anxiety. This would be something that you would just use when you are having an attack due to your cycle for example...they are fast acting, and can often stop an attack and symptoms immediately.
Ask your doctor if you think that you could benefit. As far as non-medication help goes, there are several things that you could try. Breathing and relaxation exercises, nutritional changes, suppliments, ect...here's a link that might be helpful.
http://altmedicine.about.com/cs/womenshealth/a/PMS.htmIf you do a search here on anxiety and PMS, you will find quite a few posts with good ideas:)
Post with us anytime, we are here to help and support!
S.C.