I think the link that Byz put up is very good. On PBS Brene Brown has a special talking about shame and vulnerability. This show will be repeated on PBS because it's pledge week ATM . She's also written books on the subject.

In regards to feeling shame about the diets pills. You made an unknowing mistake and we all make mistakes. It's not like you deliberately made the choice for this to happen and I think your therapist will understand that. No one goes through life unscathed and perfect.