I think the "how are you? I am fine, how are you?" thing is just surface pleasantries. I don't think they are actually asking how you REALLY are.. its just the start of the session and they want to start it with a greeting. And then later on they will ask the nitty gritty questions and you go into the session from there.

When Im feeling particularly snippy, when they ask me "how are you?" I said "I'm cured!" haha Always gets a laugh, that one.