Pastoral counseling. Is it ok or risky? I hear so many stories on the news about the clergy.

News might be wrong. The clergy are like any profession - there is no guarantee that they are ethical and moral. Even being a physician does not guarantee that you are a good person. Find a clergy person you trust and work with them if you feel that will help.
COUNSELING. Like any counseling relationship, it must be built on trust. The success or failure of counseling depends largely upon the strength and "fit" of this relationship.