i have so been there. .. thought my psychiatrist liked me, had transference bad. i even had a romantic relationship with my psychology professor back when i was 19. he also gave me therapy.
it's tempting to do it because the transference is so strong. it's natural to feel attracted to a man who makes you feel emotions, who listens to you, and cares about you. but it's not the kind of relationship that you think it is... the best thing you can do is either ditch him and get a new one, or simply ask him how to deal with transference and if he has any thoughts on strategies or even a group for it. good luck.