Getting help is very difficult. But, I've got to say that if you are hurting yourself, you need to get some help. Starting in my early teen years, I was forced into therapy by my parents. I remained angry with them for it for a very long time. However, it was the only way they knew how to help me. It could be that this person you told about your self-harm didn't know how else to help you. Mental illness is something that a lot of people don't understand. A therapist's job is to try to help us with our struggles and understand our specific issues. If this particular counselor was not being helpful, if you have the means, it might be worth it to try a different counselor. Not every counselor-patient relationship is effective. But some can be if you can give it a chance.
It took me 8+ years, three therapists, three nurses, two psychiatrists, and multiple combinations of six different medications to get my depression and anxiety under control. I'm at a point in my life now where I can manage it pretty well. I think the main reason it took so long to get to this point is because I opposed my own treatment for so long. Once I accepted it and really tried, things started to improve.
The point is, it might be valuable to try to work with a professional to try to get this under control. They can give you techniques and strategies to try to curb your self harm and address what might be at the root of it. You don't have much to lose, but everything to gain in doing this.