How can I help my dog overcome a phobia?

I found a jack russel mix a yr. and a half ago. He spent the first year going through heart worm treatment and is now H.W. free. This past wk or so- if he sees a fly in our apt. he watches it intently then flees to dark room to hide. No matter what I try I can't get his mind off of it. It is stressing us both out. Please help.