How about setting your own goals of what you want to complete instead of the therapy professionals setting the goals that they want you to complete. Therapy is suposed to be based on what the client needs anyway.

While you are in thinking about therapy take a piece of paper and write down what you see is your problems and possible goals around those problems. and then write down ways that help you to accomplish taking care of things in general and then when you go to therapy take the paper with you and hand it to him and then ask Do you see anything that I missed in looking at this problem and ways that I can take care of this problem. have him write them on the paper.

Then using the paper and considering both yours and his ideas plan to try one or two of those brainstormed ideas from that session until the next one.

You keep a daily journal so this next step won't be new to you. write a sentence in the journal on how that chosen idea worked that day or not.

Then the night before your next session copy out those sentences from the journal about how that idea worked or didn't work between sessions.

this way you are not disappointing him or yourself because all a therapist wants is a person to try. They don't expect things to work all the time because one thing does not fit everybody and every problem. He will see you are doing your part and you will have the things in writing to show yourself when you feel like you are not getting anything done but by just trying you are accomplishing alot. and over time you will see the problem changing and at a pace that you can handle withoput getting stressed out before every therapy session.