What are the alternatives to NHS counselling?!

What are the alternatives to NHS counselling?

I'm currently having problems with anxiety, depression, along with sexual addiction. I'm talking to a psychologist about this, but I feel very uncomfortable about talking to a complete stranger taking notes about abuse I suffered when I was a child. And other intimate details of life.
Nothing is being done to help me in the situation I'm in today.

What are the alternative treatments are available? If any?

I recently tried to get help for a close friend and out of desperation rang the samaritans for advise.This was the best thing I could have done for him, they organised counselling,hypnotherapy and liased with his doctor.He also spent two hours on the phone to them.Good luck and don't give up.