Firstly, having dealt with similar issues (anxiety/OCD) for some time now, please allow me to commend you for taking a huge step! It can be a difficult thing to admit.
Secondly, have you been diagnosed by a (qualified!) professional therapist/psychologist? If not, I would highly suggest doing so; there are many Catholic and/or Catholic-friendly psychologists, therapists, and counselors now–some of whom are faithful Catholic priests–who will be able to confirm or clarify your diagnosis.
This is not to say you are totally wrong! On the contrary, you may have hit the nail on the head, but it is always best to go to someone who makes helping others with such things his or her profession, and who works with them daily. For example, if you thought your appendix about to rupture, you wouldn’t try to remove it yourself (at least, I hope you wouldn’t

); you’d go to the emergency room and have a doctor diagnose and treat you. In that case, you might be spot on about the appendix, but it might instead be a kidney stone or some other ailment.
In the same way, a qualified psychologist/therapist will be able to help you sift through your symptoms and determine your exact diagnosis, as well as possible courses of treatment to help you heal. I have had great success with Cognitive Behavioral Therapy, for example. To use CBT, I try to conquer my anxious and compulsive thoughts by changing the way I react to them, and I meet with my counselor a few times a month to talk about my progress and setbacks, as I would go to physical therapy were I recovering from surgery. Only you and your therapist can decide (with God’s guidance, of course) on the best course of action for you to take.
As for your confessor, you should definitely inform him. If he is familiar with OCD, he may be able to give you more guidance in your spiritual walk. However, if he is unfamiliar with this, you should probably find a confessor (if possible) who IS familiar with OCD, as he will be better-able to help you. It’s like a runner picking a coach; if the athlete has an old hamstring injury, there will be some things he shouldn’t do while training so as not to aggravate the old injury. A coach who has not dealt with hamstring injuries probably won’t be quite as much help, but a coach who has dealt with hamstring injuries can help the runner develop a much better training plan, and even give the runner some exercises to do to strengthen the injured area.
Please know that God still loves you more than you can possibly imagine, and that His grace is ALWAYS enough. You are not to blame for your thoughts. They are an involuntary symptom. Nor are you “defective” or “damaged” in some way; we all have our different trials. Saint Therese of Lisieux struggled with anxiety for years, and many other saints suffered in similar ways. Have courage! This is just another battle you have to fight, so arm yourself and know Christ’s love will win in the end. You’re in my prayers.
Sorry for the War-And-Peace-length post; I’m not very good at being concise.

Peace and Grace,
Joy
P.S. Saint Dymphna is the patron saint of people with mental difficulties and problems; she’s awesome!