I've been struggling a bit with this myself. Not sure if my thoughts are at all helpful, but my guess is that connection might mean that the therapist actually understands what you are saying and can re-tell your experiences in a way that makes them make sense to you. I sometimes feel that I'm getting rote responses from my therapist, that don't really apply to my situation. I guess that what I'm after is more understanding of how bad it feels - even though nothing is wrong - because that might help me understand what's going on, which might in turn set me on the path to get better.