You two need to work a plan out for it to really be effective, but he needs to be very clear on what your experience is like first.

So, that plan might include a few things, but totally customizable, it has to be suited to you and to your relationship with him, and he can rely on his training to help create it:

1. Transitional items, such as a written message, song, affirmations, objects you buy yourself tied to him/your therapy (I bought myself angel cards and sent the same to my T, we both use them for my therapy) For example, in my therapy, we did some healing visualizations together, then I bought myself an item that I'd created in the visualization, a silver meditation shawl, and it has great significance and comfort for me between (and during) sessions.

2. Exercises for you to do between sessions including anti-anxiety, DBT, self-care, outreach, etc. (You may want to look into the distress management tools in this excellent workbook: http://www.amazon.com/Dialectical-Be.../dp/1572245131)

3. Journaling to have a concrete record of the feelings, when they occur, what thoughts trigger them, etc. to work with in session

Etc.