Separation anxiety can abound in a less secure and less confident dog. The cure for this problem is two fold. First you need to help create a more confident dog. One way to do this is to do training which teaches the dog to trust you as a strong an confident leader. Be aware that with less secure dogs you must keep all your training positive. Even if you are working to correct unwanted behaviors, you won't be able to use reprimands without risking an increase in separation anxiety issues. You will find a lot of ways of ways to deal with correcting more sensitive dogs in the book Training the Hard to Train Dog. Another way to help a dog that has separation anxiety issues is to work to build confidence in the dog. There are several ways to help with less secure dogs discussed in the Nervous Nellies chapter in Training the Hard to Train Dog.

The second part of solving separation anxiety involved teaching the dog not to panic when you leave. Here is a youtube video which help you teach the dog not to panic when you leave the house.