The official WTS view currently says it is your choice but to choose your therapist carefully, making sure it isn't one who will say your religion is your problem.Unofficially, JWs are suspicious of anyone in the health care industry; too many elders think they are equipped to handle mental illness without any formal training; there is still a lot of prejudice against mental illness in the world at large and non-JWs are reluctant to seek help as well.
Couldnt have said it better myself... Though I might also add that it does also depend on where you are. In my area it isnt really frowned upon but just dont talk about it to anyone or encourage anyone to do the same.