A bunch of the folks posting here have it right, essentially, but it's different for every person.
What you need to find is something that you can enjoy and concentrate on - personally, I ride a mountain bike, and I'll stop in the middle of the woods, look around for a few minutes, and remind myself that riding is awesome. Then later in the week I just remember that small spot when I need some calm.
Some folks like meditation, weights, running, volunteer work... A buddy of mine signed up for Big Brother, and once a week he spends a day with this kid who thinks enough money for ice cream weekly makes you rich beyond imagining. It sure adds some perspective to his life!
I did something similar once, entirely by accident. A girl I knew decided to take up stripping when she turned 19... and she bought into the whole deal, coke abuse, bad company, etc. She's been a beaten wife, overdosed, jailed, had 4 kids, lost them all to the state, and had her stepson shot and killed by his best friend over a girl. She still calls to talk about every other month, and goes over all the terrible things happening in her life. I sure feel better about my problems after those calls.