Read all of the advice above & start taking it, but don't do it all at once, take "baby" steps do one thing till you feel bit comfortable & then try the next thing.
Changing diet, doing some exercises - can be done together & at home so you will be more likely to feel comfortable about these & so the results are more likely to happen faster.
Doing a cbt course might be abit threatening but you could get the book & start learning the skills & then attend a course later if you still need to.
Keep seeing your dr & counsellor but I personally wouldn't add another counsellor (church or whatever)as sometimes counsellors give differing advice whch could just confuse you.
You do need to widen your circle of contacts/friends - there are numerous forums on line (yahoo, msn, icq, netfriendships etc) where you can join interest groups & chat either in real time or via emails etc but this might help build up your social skills & faith in yourself as well as making some friends who may live near enough to you so that when you are ready you could get together.