Have Mental Health Questions? Ask a Psychiatrist Online
Something like "..I need you to tell me to wear women's underwear whenever we have a session..." isn't what the other therapist meant. This sentence is asking the therapist to order you to wear women's clothing. That isn't what is going to help you.
You need to tell your therapist exactly what you have told us. That you are submissive to her isn't particularly therapeutic. Your therapist wants you to own how you feel about cross dressing, and be strong enough to tell her as well as your family and friends. If your therapist "tells" you to do it, that isn't really helping you. It's just having you follow a directive, not own up to who you are and what you want. A better thing to say is "I want to wear women's panties each time we have a therapy session."