Infants born premature face numerous medical problems, causing significant anxiety for their parents. Parents experience a range of negative emotions including concern for the health and well being of their fragile infant, guilt, and disappointment. Research has indicated that having an infant in the Neonatal Intensive Care Unit (NICU) is highly stressful for parents and multiple studies have demonstrated that parents can develop significant psychological reactions to this experience. Specifically, many parents develop clinically significant anxiety disorders such as acute stress disorder (ASD) and posttraumatic stress disorder (PTSD). This not only impacts the mental well-being of the parents, but also can lead to problems with the parent-infant relationship, and, in turn, negatively impact the infant and the family as a whole. Despite the reported negative effects parents experience due to the stress of having an infant on the NICU, surprisingly little research has examined how to reduce parents' symptoms of anxiety. Because parents play an essential role in the care of their infant after discharge from the NICU, treating the parent's emotional distress is highly important. The purpose of this study is to examine the efficacy of a cognitive-behaviorally based intervention in reducing parents' symptoms of anxiety associated with having an infant on the NICU. This treatment is modeled after treatments that have proven effective with parents of children with other types of medical problems, for example, parents of children with cancer. It is the hope of the investigators that this intervention will effectively reduce symptoms of anxiety of NICU parents as well as the likelihood of developing subsequent psychological disorders.