Arrow, I see what your therapist is getting at. He/she is trying to desensitize you to talking to strangers. But I agree with you that you might need some guy friends to go to the bars/clubs with. Instead of an "exercise", going out with people should be fun for you. A way to let off steam and possibly meet some girls. I'm not saying your doctor is wrong, but I totally understand why you wouldn't want to go to the club alone (I wouldn't either)
It's good that you're starting to meet other guy friends to go out with. Maybe you could up the ante by joining a social or sporting group within your school? That way you can meet more single guys who I'm sure are in your shoes and need people to go out with.
My social life has gotten ten times better since my single girlfriend has come back to NYC. All my other girlfriends are married/partnered up, and so are hers. We are each other's wing-girl, and it makes going out so much more fun.
“Inside every cynical person, there is a disappointed idealist”--George Carlin