This site is designed to give detailed information for those who choose to use it that way, but here for your convenience is an at a glance look at the site in one page: -

What is....??

Anxiety/Panic: The body and mind's natural response to feeling threatened. Essentially an uncomfortable feeling of fear which is designed to create discomfort so that one leaves a situation or does not go into a situation in the first place. Anxiety can be specific (i.e focused on something), or general (just present for no apparent reason). Panic is also included here as an extreme form of anxiety often referred to as a "panic attack" as panic is usually intense but short lived. It is not uncommon for people experiencing panic for the first time to believe they are dying  or having a heart attack....so unpleasant is the feeling! Anxiety can resolve itself but if it is chronic (has been going on for a long time), then treatment is advisable. 

Depression:  A persistent feeling of hopelessness and helplessness characterised by low mood, sleep disturbance, lack of energy, and persistent negative emotional disturbance.  Depression is the "opt-out" response to feeling threatened and is therefore an anxiety based disorder. What this means in practice is that a depressed person will often disengage with life generally and feel isolated and unmotivated. Some depressions (bi-polar disorder for instance) require pharmacological intervention but most depressions can be  treated quickly and effectively using solution-focused therapies. Non-severe depression will often resolve itself without treatment.

OCD - Obsessive-Compulsive Disorder: An anxiety disorder characterised by repetitive involuntary obsessional thoughts and behaviours. Sufferers experience thoughts and feelings that tell them that something terrible will happen, and they then feel compelled to take steps to avoid that event taking place. This often results in sufferers spending long periods of their day cleaning , washing hands , checking doors are locked etc in an effort to avoid the perceived danger. OCD appears to outsiders to be something one should just "get over" but to the sufferer the fears and concerns appear as very real and become all consuming. OCD can be self treated but is a very challenging condition to overcome, and support can be invaluable. Treatment is very specific (discussed in the OCD page on this site). 

Phobias:

Essentially, a phobia is a fear of something specific which causes a panic like reaction. Most "simple" phobias (i.e fear of flying) can be easily treated in a few sessions. Some phobias (i.e agoraphobia - fear of crowds and being outside) are more complex and take a little longer to treat because they affect the sufferers whole life and are therefore often accompanied by high anxiety generally.  Phobias usually do require treatment though minor phobias can often resolve themselves if a persons overall anxiety level reduces sufficiently.