I think you tell that psychologist as honestly as you can, with as much care and concern as you can about yourself. Mental health professionals should be able to work with you on this because if everyone that is depressed told their therapist and the result was hospitalization, then there'd be more need for more beds...not sure if this makes sense, but the psychologist should be able to do an assessment of the risk. When I was hospitalized, I ended up there because I told my wife and many others about my seemingly unending desire to end it all...however, when I was at an outpatient appointment after being released, I was able to tell the psychologist that I was thinking about not being around anymore ~ but didn't have any active plan, just obsessional thoughts about the hereafter...

Hope that helps.