It's interesting to see this Israeli program translated (in all senses) into an American series. It's a brilliant program. HBO's previous shrink series Tell Me You Love Me was also good, but because In Treatment's therapy sessions take up nearly the entire half hour it is even more intense.
Even if you don't subscribe to HBO (or even if you don't own a TV) you can nonetheless watch current episodes of In Treatment on HBO's website. This is one of the rare dramas that is all dialogue, and very engaging--not to be missed IMHO.