If you are the one being rescued, it is likely that you are overwhelmed or feeling incompetent in an important area of your waking life. The consequences of failure could be catastrophic. If your rescuer is someone known to you in waking life, it may be worth seeking his or her advice concerning particular struggles you are facing.
Is the rescue something that was expected, and so did not carry very much anxiety? Was the rescue an against-all-odds type of mission? Did it fail or succeed?