When you have a problem ( any problem ) we can become overwhelmed in finding an answer. Often times we need some steps to help us get control of our emotions and know where to even begin. Problem Solving in DBT happens after we have realized that an emotion is justified ( or Fits the Facts ) and we have given ourself some validation.
As you notice and apply these skills in order you will begin to feel more assured about yourself and trusting your gut to make educated decisions and be able to move forward in making this process as slow or fast as needed.
Remember, all skills will feel clunky at first. It is ok to print out handouts and work through them when you need them. Then after while, it will become second nature.