Excerpt:

You are taking a walk in the woods ― pleasant, invigorating, the sun shining through the leaves. Suddenly, a rattlesnake appears at your feet. You experience something at that moment. You freeze, your heart rate shoots up and you begin to sweat ― a quick, automatic sequence of physical reactions. That reaction is fear.

A week later, you are taking the same walk again. Sunshine, pleasure, but no rattlesnake.  Still, you are worried that you will encounter one. The experience of walking through the woods is fraught with worry. You are anxious.

This simple distinction between anxiety and fear is an important one in the task of defining and treating of anxiety disorders, which affect many millions of people and account for more visits to mental health professionals each year than any of the other broad categories of psychiatric disorders.

To make a complicated story very simple (though not inaccurate) a region in the brain called the amygdala connects the two events, forming an unconscious memory of the association.  When the neutral stimulus (the rock or the sound of an airplane) later occurs, it automatically activates the amygdala like the original danger did, eliciting fear, and also triggers worry — anxiety.  The automatic nature of the activation process reflects the fact that the amygdala does its work outside of conscious awareness.  We respond to danger, then only afterward realize danger is present.