I've read of a few things that people claim can naturally shrink a fibroid, but I don't know if there's truth to any of it. (Nor can I recall a single of the methods right now) It's supposed to take a lot of time and commitment and isn't a quick or overnight fix. Your doctor might know of some of them, and you can ask about them if you would prefer to try something.
I assume these are in your uterus? I've never heard of being able to affect a fibroid yourself.