Because we are eternal, we have to take shelter of something eternal. We will never be free from anxiety as long as we are taking shelter of something material. We must therefore give up our materialistic conceptions about shelter. There are many examples of taking shelter of that which is temporary. Many people go to America thinking they will find shelter and will live in opulence. However, opulence is not real shelter. It is only material shelter, and is therefore an illusion. As long as we take shelter of something that is temporary, we will be in anxiety. Prahläda Mahäräja also says that one who has accepted temporary householder life is embarrassed by anxiety. However, for one who is taking shelter of householder life, he must also take shelter in Krishna consciousness, as householder life is not full shelter.
(Lectures from a disciple, Vol 3, Receiving and Giving Shelter)