Don't feel weird, thats what we're all here for.
Honestly, I would be straightforward with her. Tell her that you have anxiety and if she's worth keeping, she'll understand and try to help you. I was afraid of admitting it to my husband when I first started getting anxiety and he's been nothing but helpful to me from the very beginning. If the person really cares about you they'll want to help you through it. Good luck!
P.S. Just becuase you have anxiety, doesn't make you any less of a man either. Don't let yourself think you're any less masculine because of it. Its just something some of us have to deal with whether we like it or not.