I think that Kate said it pretty well. Be open and honest with them. I'd like to add, see if you "click" with the psychologist. If you can feel totally comfortable with him/her, then you have a lot better chance of really communicating, and a lot better chance of getting real help with your problems. If things don't click immediately, give them another chance - but not exceeding two sessions. By that time, you should be able to see if you're going to be able to work with that person.
Be prepared to do some real self-examination. You'll need to work as hard as your psychologist whenever you're in the session, and be prepared to really expose your feelings. Sometimes you might cry, sometimes you might get mad. It all matters, and the more quickly you open up and the better that you're able to express your feelings, the more quickly you have a chance of taking care of the issues. Of course, that also means moving on to HRT and transition.
Like Kate said, too, make sure you have all of these "side issues" taken care of BEFORE starting transition. You'll have a tough enough time with transition -- sometimes it's impossible to fight a "two front war", too.
Good luck, and let us know if we can help you!
Carol