I have never been truly lost, but I have been thoroughly "turned around" a time or two. So here's my two-cents' worth.

Learn to recognize the symptoms. When you'd bet real money that your compass (or the map) is wrong, you're turned around. Following that, if you act on your gut feelings and ignore hard evidence, you are (or will soon be) lost.

I agree with the preps above. These give you the confidence to sit down and think things out, or even spend an extra night in the bush (big deal). All the northern men of the bush would stop and make tea -- "bile the kittle" -- when turned around. After all, you're not lost -- you're sitting right here. And where you are is the center of the universe. The only issue is where everything else has buggered off to.

Think about what someone you know, smarter and more experienced, would do ... and would not do. Talk through it -- out loud. This sounds odd but it's highly effective in staving off panic and arriving at reasonable courses of action.

Last, swallow your pride and backtrack. Especially when the trails have turned to game trails and the brush is getting thicker. The urge to push on is strong -- "it's got to be just around the corner!" But that can get you deeper and deeper in trouble. If you've been glancing at your back trail now and again (which you should, because it always looks different) you'll gain confidence in each small sign that you're on the way back to "found."