Hey Caddon,
IMHO, whatever you call your mood consultant, they usually understand that treatment works better if the treatee (that's you) is comfortable. Many treatees prefer a closed door--I know I do, since I rant and sob and confess any number of shameful acts. I prefer the privacy.
HOWEVER, I feel certain that my pdoc would allow an open door if I requested it. I wouldn't have to say anything more than "It will be easier for me to relax with the door open," or "I will feel more comfortable with the door open."
Maybe try that?
C

interesting you mention this, about feeling more comfortable with the door being opened.  when i used to go for therapy, i too was feeling a lot more comfortable, when the door was just a bit open, and not totally shut.
therefore, my therapist respected my needs, and had agreed to leave the door open a bit.  once i started to feel comfortable, i had told her, that it is ok now for the door to be shut closed.
you've got nothing to lose if you ask her, give it a try, hopefully she'll understand.
rachel