In The Consolation of Philosophy, Boethius is rotting away in a prison cell, anxious over his impending execution. He knows that he's innocent of all charges and that his trial was an utter travesty, a complete miscarriage of justice. It's all so incredibly unfair; Boethius is about to be deprived of his life and his exalted position at court all because of a trumped-up charge of sedition.
But the wise Lady Philosophy chides Boethius for his anxiety. He has made the mistake, she says, of placing too much trust in the inherently fickle nature of Fortune. Contrary to what Boethius might think, Fortune hasn't changed towards him at all; change is of the very nature of Fortune; that's what she does. Anxiety arises from a forlorn attempt to control the uncontrollable, to hold onto the Wheel of Fortune despite its constant turning. As we do not truly possess Fortune and never will, it can never be a true source of happiness for us.
Lady Philosophy leads Boethius to realize that what makes us unhappy is not what happens to us, but rather our beliefs about what should and should not happen to us. False beliefs are a kind of disease that prevent us from getting at the truth, and can only lead to suffering and anxiety. The only cure for this "disease" is, in Lady Philosophy's words,
[A] correct understanding of the governance of the world.
The remainder of The Consolation of Philosophy is concerned with curing Boethius's suffering by substituting truth for error.