Self-pleasure does make you feel better and lighten your mood, but there's also the need to accept that it won't work every time.

That site is fine except for the occasional "junk" e-mail. Of course, they can also introduce a virus. Here in the UK, everyone I know who uses that site has never had "a knock on the door" from the police or other law enforcement.

Your therapist is correct, if it was dodgy then the site would have been taken down long ago.