I saw a program on this once. I remember the solution they gave was to leave the room for say 2 minutes, then come back and give the dog a little treat. To increase the time you are out of the room slowly until you can stay out of the room for hours without the dog worrying. The problem is they dont think you are coming back. I think the point of the excercise was to show the dog that no matter how often you leave or for how long, you will ALWAYS come back.