Try searching for "Jon Kabat-Zinn" on YouTube - there's a lot of material from him on mindfulness - as well as some guided meditations. He's the main reason mindfulness is now also being used in Western treatment of depression, anxiety and stress.
By the way - having constant thoughts of the future/past while trying to do mindfulness meditation doesn't in any way defeat the purpose. In fact, bringing your attention back to whatever you're mindful of - like your breathing - after a distracting thought is what mindfulness is all about. Just gently note whatever distracted you and return your attention to the object of your mindfulness. You can do the same with feelings or sensations in your body. If my thoughts starts to wander to worrying about the past, I'll just gently note "ah - remembering" and return to observe my breathing. If I get the thought that the meditation session is boring, I'll just note "ah - judging" and return.. etc. etc. etc.
If you're looking for a mindfulness based "treatment" in handling your anxiety that's not associated with religion, you might want to read
The Happiness Trap. Jon Kabat-Zinn has authored some good books on the subject. Thich Nhat Hanh has, as well.
This is a bit offtopic, but I've done cognitive therapy in the past for social anxiety as well as affirmations and a lot of other ways of trying to think more positively - never tried NLP though. I don't really think those things work in the long term for something like social anxiety. Once you develop a different relationship with your thoughts (like not looking at them as facts) - there's no reason to try and constantly force positive thinking. You can do constant affirmations like "I'm an interesting person and people enjoy my company" to convince yourself that you're not uninteresting. But when you have the thought "I'm soooo boring to be around", why not just thank your mind for that (very subjective) opinion instead?