They didn't do it TO piss you off. They did it because it evoked that response within you. You got pissed off because you couldn't HANDLE their point of view. That's the problem. If you're not going to learn how to have patience and TRY to see another person's perspective, then this problem isn't going to change.
But hey; give it a bit of time, and try it again. Perhaps next time you can find a therapist that you can tolerate and you'll get better results.
It's the same way with teachers. Some you get along with and others you end up hating. Usually the ones you get along with are the ones you learn the most with.
:/ Also.. putting a chair through the window isn't going to get you progress, if anything, it doesn't even show frustration, it just shows immaturity.. so next time, just stand up and say you need a washroom break or a glass of water to calm you down. :/ Cause let's put it this way, if you were a boss and one of your employees threw a chair through the window, wouldn't you fire them on the spot? I know I would because I don't like to see that sort of violence or a CHANCE of the violence in the workplace.