Delusional perception???

Delusional perception is a very strange thing to wrap my mind around.  My wife was hearing her delusional thoughts being announced over the intercom when we were at Wal-Mart earlier. She told me that she knew this was a delusion, but she was convinced that she was going to be sent to jail because of the announcements.  I don't understand how at the same time she can have clarity and delusion at the same time.  We called her doctor earlier and He does not want to change any of her medications even though she has been slowly going downhill since she was released after her last hospitalization.  I am wondering about cognitive behavioral therapy, I have heard some people have had good results and some no results.  Please weigh in by leaving your comments below.