If you're talking about his breathing methods, I don't see how that would hurt. High anxiety can sometimes be attributed to O2 or CO2 levels being off-kilter. Good breathing techniques are always a good thing!
I would just caution you to be wary of any program that says it can "cure" anxiety, and/or people can kill their anxiety without pills. Anxiety can't be cured, and for some people, medication can be a very effective tool.
What is this method. I have extreme anxiety and feel short of breath. Almost drove myself to the ER because i felt I couldnt breathe.