I would first strive to develop a connection that communicates my caring for him as a person and my emotional attunement to his sadness and isolation. I would then try to balance this support with challenges to his negative self-concept, encourage him to share difficult personal material, or structure anxiety-provoking situations to confront some of his social fears. In our discussions, I would alternate challenge and support, all the while encouraging both the experience and articulation of emotion to help him increase his ability to tolerate higher levels of stress (with less distress).
