Yes, it's very easy (esp for us perfectionist types) to feel a failure for not being able to conquer the pain. And it's hard, in a family like mine, that always expected so much 'success' to understand why I can't just 'fix' this problem, as they no doubt would (or think they would). It's hard, not living up to other people's expectations and one's own. So I like this idea of finding small successes to celebrate, such as catching a fear thought. I think I can accomplish that!
On another note, a friend just sent me this link to a podcast by Stephen Levine that is really thought-provoking - he discusses his idea of healing, which isn't what most people would think, ie not so much about the body, but more internal. Good stuff.