We are taught that being strong means that we have to suck up our problems and deal with it ourselves. The fallacy to this thought is--for many of us--sucking it up is much easier than asking for help.
If the challenge is work-related, involve your people in the problem. Stephen R. Covey said, "Involve people in the problem, immerse them in it, so that they soak it in and feel it is their problem and they tend to become an important part of the solution."
If the challenge is personal, start with humility. Scott Miller, Executive Vice President of FranklinCovey, said, "When you learn to embrace humility, you feel more comfortable because you know who you are. You can let go of the fear of making mistakes or the need to never show weakness." Reach out to someone you trust. Get real and genuine. Be open and authentic. Be transparent.
Exercise your emotional muscles by sharing difficult challenges. It will become easier to do, and you'll be surprised by the help you can get if you just ask for it.