Laura,
You took a very important step in letting your talk doc get an inside look at your world. You have to believe and trust that he is there to help you. It is very right of him to be worried about your self harming. Even if you don't know why you do it, it is important to keep being open with him and allowing both of you to explore it and get to the root cause. It can take some time to get there but the journey, even the painful parts are worth the end result if it helps you deal with your situation.
I agree that you need to let people in the RW in, but be careful about that. The reality is that most people don't understand what we with MI go through. They may care and truly love you but really don't know how to relate. Don't take their hesitancy as rejection, just realize that it may take time to find even one or two people you can relate to who will be there for you in the long term.
I am proud of you and happy for you that you are taking positive steps. Keep it up!
Mac