Both of mine had seperation anxiety and would pee on the floor and destroy everything in sight. It was terrible. They were about 8 months old, but I would assume that the same type of things would work for a younger dog aswell.
-make sure that before you leave the dog had gotten lots of excersise. Tire them out as much as you possibly can. This will go a long way in helping with anxiety.
-keep your schedual as consistant as possible. Walks, feeding, leaving the house and returning shouls all be as much the same from day to day as you can manage.
-keep your exits and returns as low key as possible. This means no long good byes or really excited hellos, just act very calm and talk in a neuteral voice.
-A very key thing is to get rid of any behavior which indicates that you are getting ready to leave, giving the dog time to get all work up and anxious before you have even left the house. For instance, leave your bag and coat right next to the door so that you can just scoop them up as you leave instead of letting the dog watch you get ready. If you always leave with keys or a purse, pick them up at various times while you are at home, walk around with them, whatever, but break the association of the sound of keys or the picking up of a bag with leaving the dog alone.
-leave the dog in the area that she is left alone in normally for 1 minute, then a while later 2 min, then 5 and 10 and on and on. If at any point she starts to bark or freak out in any way, back up to a time period she is comfortable with and start again. Ideally this would be done over 4 or 5 days, but I did this over a weekend and it seemed to help.
-leave the t.v. or radio on so that there are voices around during the time she is alone, this really helps a lot of dogs.
-get a Kong and fill it with peanut butter and treats or whatever she likes. you can freeze it aswell to make it last longer.
-if you need more help than that, consider using Bach Flower Remedies instead of medicating (which I agree is not really the greatest option if every other alternative hasn't been explored). They are generally available at health food stores and at worst just won't do anything, although I have had great success using them along with training in some circumstances.
There will be specific remedies for lack of confidence and anxiety.