An excellent book for sensitive children is "the highly sensitive child" by Elaine N. Aron. It can be purchased on-line or a bookstore or borrowed from your local library. Hope this helps.
i guess i would ask a few more questions: has he always been anxious? how long has he been in this school environment? and are you confident that there isnt something at school that is making him tense?
i feel for you - im going through something similar with my 3 year old - he is not a cryer which actually in a way is 'better' to me than what i have which is that my 3 year old lashes out. i think he is tense too, but responds by lashing out. there's another boy who sounds like yours - he is also tense but sort of collapses inward. i guess i would say this: i think there are quite a few kids like this. im not sure what your teacher is telling you, true or not, is helpful. each kid is different and there are tons of VERY emotional kids out there.
good luck and try to calm down. that's what im trying to tell myself!
I have a 4 yrs old daughter who was like that when she was 2 and to make it scarrier, i was only 16 when i had my daughter. I really didn't know what to do and the doctors kept telling me it was normal. She use to hit herself in the head constantly and ran towards the wall and slamed it, ahe never complained, but i always did. Bandads were never her thing, ahe would always try to walk it off. But I am happily to say that they do grow out of it. I have come to realize that if you talk to your son/daughter on your knees, it works alot better than disciplining them. I just get on my knees, look at her in the eyes, tell her what she doeas wrong or what bothers you and the intend to listen to you more. It worked for me, i hope that works for you! ~ elsie