Steps to cope with stigma. Here are some ways you can deal with stigma: 1  Get treatment. 2  You may be reluctant to admit you need treatment. 3  Don't let the fear of being labeled with a mental illness prevent you from seeking help.ere are some ways you can deal with stigma: 1  Get treatment. 2  Don't let stigma create self-doubt and shame. 3  Don't isolate yourself. 4  Don't equate yourself with your illness. 5  Join a support group. 6  Get help at school. 7  Speak out against stigma.