Focus on the intimate details of your breath, in and out, rather than focusing on trying not to think. I like to listen to gentle beats or nature sounds to help me focus
Don't be afraid of losing your consentration during meditation, it's very natural. Just breath deeply and try to feel your body wholly. Remember, you do that because you value yourself.
As for myself, I use a sort of two step variety of noting. First, I notice and aknowlege the he frantic thought. "Okay, this is a thought." Then, I sort of "un-note" it. "Put this thought on the shelf for a little later, right now it's time to get ready to meditate." It can take a fair while to note and un-note all those anxious racing thoughts, especially the really worried persistent ones that need to be noted quite a few times before they are "willing to stay on the shelf for a little while," but eventually it gets at least quiet and calm enough to give whatever other meditation I had in mind a fair chance to happen. Then, after, anything important enough to have "waited it's turn" on the shelf can be addressed much more capably than it would have if I hadn't first taken that mental breather.
Focus on each detail about your breath, align with it and become it rather than focusing on trying not to think. I like to meditate to some lo-fi beats or nature noises to help keep focused