Every man can be an alpha male, I have no idea why your therapist would say something so hurtful to you. That's when you should have said OH YEAH? WATCH THIS, and walked out of his office (LOL). But seriously...of course you can be an alpha male. Get in shape. Go to the gym every day after work, or work out at your own house. Buy some weights and get some really big muscles going on, which I think even boosts testosterone levels naturally if I'm not mistaken?
Take care of your appearance so that you can feel good about yourself and the way you look. Dress nice. Do things that make you feel masculine. Go jogging around a park. Take up bicycling. Get a nice hair cut, get a nice tattoo, these are just some ideas.

Get a friend, go grab a beer at a bar and watch a soccer game on the big screen while shouting obscenities at your team for losing, or whatever else it is that guys do.

Take a girl out for dinner and be a gentleman. I mean there's tons of masculine macho things you can do and you'll feel better for it. Just start with baby steps. And find a new therapist...