Two part time jobs

Today is my third day at my part time job however I have anxiety disorder and working there is really stressful. I don't want to quit because I want to keep trying. My friend said she quit her part time job somewhere that I could better mentally handle. I want to apply for that job but keep the job that I have now. Do I tell the place that I am applying for this? Will I get fired if I apply there instead? I want to work two jobs, one where it won't be too stressful and the other that is stressful. I really don't want to give up but I fear that my current job will fire me because I'm so anxious 😟😞