I think you are already taking a HUGE step in the right direction. You understand that this is a problem and are talking it through to learn about this cycle. The only thing I can stress is patience; I know that is probably the last thing anyone wants to hear when they are going through this, but in my opinion, recovery takes time and courage. I also applaud you on trying to get through this without medication if that is what you want to do. For me, I went on medication and it was a useful tool COMBINED with talk therapy; everyone has different ways to confront this issue.
Please just keep your attitude up; it will get better and keep us posted!
I assume the doctor is an actual medical doctor and if that be the case, then I admire her/him for trying to avoid the meds. In the end, it will be you, your thinking, your self-concept, that win the day anyway. The meds just help you calm down and do the therapy. The fact that the doc IS avoiding meds may be taken as a sign that he/she believes you can be effectively treated without them. Oh how so many of us wish that were true in OUR case.
Aside from any behavioral tips or exercises the psychologist may pass along, you will probably see a lot of "this helps me" type things in answer to your post or simply by looking for them. If you put "relaxation" in the search box at upper right, you'll see over 21,000 entries -so happy shopping.
One thing that helps me is reading an answering posts right here. Occasionally, I experience a gale force gust of brilliant insight which I put in the form of a journal. The writing, the focus, while they involve some concentration, are also relaxing for me. Your milage will vary, but give it a try.
Stay with us, and thanks for the very good question.