Sure, there are workbooks you can buy if you don't have access to a psychologist or therapy group. The only catch is that there is nobody to push you to go through the exercises and you won't have the benefit of external feedback from a counselor or a peer group. You'll have to force yourself to do the exercises properly and it will take longer than if you had professional help.

Anyway, here's a few workbooks I found with minimal effort. Go over the reviews to decide which to try:

http://www.amazon.com/Shyness-Social-Anxiety-Workbook-Step-/...

http://www.amazon.com/Managing-Social-Anxiety-Workbook-Cogni...

http://www.amazon.com/Shyness-Social-Anxiety-Workbook-Techni...

http://www.amazon.com/Overcoming-Social-Anxiety-Shyness-Beha...

I also posted this awhile ago: http://news.ycombinator.org/item?id=2614140

That is an example of a therapy group program.