I would share everything you've written here with her: therapists need feedback as every client is different and does best with slightly different methods.

As for dealing with the feelings alone, it is important to find people you can share them with: that's part of the therapeutic path for many. One of the easiest ways to start is by posting here. Other options include support groups, striking up friendships with other people who have similar issues (I've even had decent luck w/craigslist), and slowly opening up to those already in your life in some cases, learning to give a little more trust to your spouse, other family, or other people in your circle who might be able to help.

I also find it very helpful and healing to share these feelings with my therapist as they happen, whether that's writing her an email, calling her for a bit or writing something to give her later, which helps me work through it a bit. Some therapists are very open to these things, if yours can't provide them, you might still try journaling so you can let her know what it's like for you by sharing those writings once you get to session.

In addition, though, of course, we won't always have someone nearby when we're feeling upset, and so it's important to nurture ourselves- treat yourself to something (a little indulgent reward for your work in therapy and a good distraction!), comfort yourself (wrap up, hot bath, music, nap, whatever form comfort takes for you), or maybe think of others who are also hurting and reach out to them, whether that's posting on a forum like this, volunteering, or making a soldier a care package or something.

Therapy can be so intense, and feel overwhelming: I find it best to use a few strategies to make it healing and as bearable as possible. One thing to hold onto though: part of therapy is painful, and part of the journey is learning to get comfortable with the emotional pain, to accept it and honor it and realize it will pass, like everything else, and to make meaning out of it, changing what we need to change, grieving as we need to, and that helps resolve the pain so in the end we feel much better.