THanks guys, all your replies were very descriptive and I learnt a lot from reading that! Now I understand why it makes a difference as to who sees you cry.

Well I had an idea. Maybe at the start I could turn my back to from her. Like sit in the corner and face the wall and do it. She could be there behind me in the room somewhere. Maybe it would be doable if I could not see her in my field of view (even tho I know she is there). I hate attention being on me. So if she's not there looking at me or talking to me, maybe I could pull it off. Then later if I become healthier, then I could turn around and face her or something, if necessary. Or I could allow her to talk, whichever one is most productive in therapy.