If you have been working with a counsellor for a while and feel uncomfortable, then it is best, in the first instance to discuss this with that counsellor. A good counsellor will be willing to work through these issues with you. If despite this, you remain dissatisfied with the outcome, then you should exercise your judgement and either terminate the sessions or seek guidance from another professional.
If you ever have concerns about the ethical behaviour of a counsellor, then contact their relevant association or the relevant health monitoring body (in the ACT this is the Health Services Commissioner).