Are you SIing during sessions, or just letting him know about it. Many therapists won't pay a lot of attention specifically to SI because they don't want to encourage more of it (reinforce it), and because SI is a symptom, not a main issue. As you address your feelings and the reasons that you need to SI, it should get easier to stop.
You might also want to read through some of the other threads here. Sometimes you can find something that helps you in the discussions that have already taken place. Welcome to PC.
I hope that we are able to help you here. Don't hesitate to jump right in and start your own threads so that it is easier for people to reply directly to you. If you need help, you can always PM me.
Rap