My advice is to try a different approach to your own personal self-help. Sometimes I think psychotherapy is noting but a crock of doctors mostly wanting to prescribe drugs, when most of the time I find people are just down becasue they think bad stuff happens to them. What you should do is just take some time and reason through your problem on your own. Having someone to talk to can be useful, but really you should deal with it.
And if thinking about it isn't enough if you can't seem to reason through it, if you want to change the way you think you might have to change your behaviour, too. Maybe you need to get a new job, exercise more, sleep more, maybe you should try to focus energies traditionally devoted to sexual or physical activites into more intellectual pursuits, or the other way around. Just don't keep doing what you're doing, otherwise things will stay the same. Maybe change the way you sleep, the way you eat, the TV shows you watch, or the people you hang out with. If you're focussed on changing your mindset you're going to also have to try to change the things that affect it, like your surroundings and your experiences. Maybe you need to isolate yourself, or even get more social. Decide how you want to be, and then take the steps that you need to take in order to live your life how you want it.
But yeah.... self help is easier than most people think, but people who are going through tough stuff seek out the reassurance of another individual, but I say there is no reason why you cannot change the way you think or the way you feel on your own.