When Kaye Bailey's boss asked her to take on some extra projects, Kaye, 35, knew that this was her chance to prove she could handle greater responsibility. But when the time came to start the first project, Kaye said she was too busy. In truth, her boss was a perfectionist, and Kaye was afraid that she couldn't do a good job. Eventually, the project went to someone else, and the opportunity wasn't offered again.

Faced with doing something that we don't feel confident about, many of us have the same initial response - procrastinate, delegate, and do anything to avoid it. While that's a perfectly normal response, it isn't the best thing to do. Kaye may have saved herself some anxiety, but she also convinced her boss that she wasn't willing to work hard. Even worse, her reluctance to risk failure reinforced her feelings of insecurity.In fact, the most important step in building greater self-confidence is learning to do things that involve a certain amount of uncertainty, says Ladies' Home Journal, the Meredith magazine.

To keep the risk in perspective, it's important to make sure your goals are realistic. This is one area where men and women often differ.

"Men's expectations for themselves tend to be based on their father, their boss or some other external role model," says Rosemary D'Arcy, director of the Center for Management Development at Bryant College, in Smithfield, R.I. "Women, on the other hand, often set goals based on internal expectations that are so perfect they can't be achieved."

Do a reality check - ask yourself whether you know other women who have achieved the goal you're aiming for (or a similar goal). Trying to attain an impossible standard is a sure way to destroy your confidence.

If something seems too risky to attempt, says D'Arcy, "ask yourself, what's the worst that can happen? The consequences are rarely as bad as you imagine." And although the occasional setback is inevitable, it doesn't have to destroy your confidence. "Regardless of the outcome, give yourself credit for making the effort," says Duffy Spencer, a sociologist in Westbury, N.Y. Remember that one slip-up doesn't make you a failure.

Any time you feel in control of a situation, you'll feel more confident. "For example, if you have a job that you know very well, you're much more likely to feel confident," says D'Arcy. "Self-confidence comes when you realize that your success lies in your own hands." If you're worried about something in particular, make sure you do your homework and plan ahead. Then try to practice how you'll handle the situation.

No amount of success will make you confident if you don't have high self-esteem, says Julie Dodd, director of the Old Dominion University Women's Center, in Norfolk, Va. "I continue to meet women who are very accomplished but who still have the same insecurities that women in general have."

Fortunately, good self-esteem is something you can work on. "I'm a firm believer in positive self-talk," says D'Arcy. "It's important to remind yourself often of your own positive attributes and skills." Also, make an effort to spend time with supportive people.

Whatever you do, don't dwell on your insecurities. "There's a fine line between acknowledging how you feel and reinforcing those feelings," says D'Arcy. It may help to talk about specific worries but try not to say things like "I never do anything right." And don't berate yourself if you feel a little insecure, she adds. "Everyone feels insecure sometimes; some people just hide it well."