If you've used Campaign Monitor then you know it's a pretty slick app. The guys at Freshview really have attention to detail down to an art form — from the background images inside text fields that give you a guideline for the width of your text, to this post about send button anxiety.
The concept of send button anxiety, in their case, refers to the apprehension that comes with sending out a newsletter. You know, the "I better double-check the spelling" the "Am I using the right subscriber list?" or the "Does this button really send the email, or is there another confirmation page?" But this type of anxiety is actually a lot more universal and can be considered just general action anxiety.
Action anxiety is something that I'm sure many of us, consciously or not, have experienced in both web interfaces and desktop interfaces. This anxiety often happens when we need to "do" something, when we need to commit to an action (for example: clicking a button). The reason this anxiety exists is because the interface designers didn't clearly answer the questions associated with that action. They didn't ask: "What is the user thinking right here?"
Putting yourself in the users position and addressing the concerns — either visually or textually — can go a long way towards reducing any anxiety. This seems like it would be common sense, but I'm sure we can all find an example where the questions weren't addressed.
Another rule of thumb is to make sure that your action has a single, obvious, outcome. It is much easier to provide an answer if there is only one question. Many buttons inside interfaces try to do too much, they try to serve multiple outcomes. Often this decision starts with a good intention; having only one button is less intimidating right? But in reality you are just transferring the anxiety. At first the user only has one thing to click, yes, but now they have more questions about what happens after they click.
So to summarize, I feel the best ways to ease action anxiety are to address any interface questions the user might have before they ask them (see the Campaign Monitor Big Green Button, and to make sure that your actions have a single, obvious, outcome. This is something that we are focusing very hard on as we update billQ, and I hope to have some tangible examples from our design process as we move forward.
Also, if anyone has an example of an interface that has either successfully addressed this anxiety, or has instead perpetuated it, post a link in the comments. I'd be interested in seeing it.

