Therapists work in the "present" so, for all they know, you could be making up the confession of murder (although I'm sure they'd probably believe you, depending on how it was discussed). But confessions to crimes not committed is fairly common like the Ramsey-Benet guy a couple months ago? It's a therapist's job to help you work with your problems, not to judge you or make your life more complicated :-) If you were having troubles with guilt, I'm sure they might suggest you turn yourself in but I can't see many murderers "confessing" to such a thing? Therapists aren't "detectives" in a police sense so they're not going to spend time checking through old newspapers or anything to see if what you say is accurate.
Maybe this will make it a little more clear?
http://pn.psychiatryonline.org/cgi/c.../full/36/12/16