Hey,
I'm glad that what people have said has helped, and that you are trying to work up the courage to talk to him. That's a huge step! Good for you!
Don't beat yourself up about being attracted to a married man; people can't help who they are attracted to. What matters is what you do about it!
One thing to be cautious of is that every therapist is different. You mentioned that you were reading that therapists aren't allowed to give advice, but that isn't true. It really depends on the relationship they have with the client. My therapist gives me advice all the time, and I like it. I value her opinion, and welcome what she has to say. But it doesn't work for everyone. So, instead of trying to figure out what he should/shouldn't be doing, maybe try figuring out what you want him to do - the things that would help you the most. You are still getting to know each other and learning how to work together, so instead of looking at it like "He's doing X and that is wrong" maybe try thinking about it like "He is doing X and it is not working for me. I would prefer is he did Y instead." That way you can communicate with him what you need him to do, without there being any judgement or stress.
Just a thought!

Keep us posted on how it goes.
Ness