I'm with you, I don't quite understand why he wants you to start a group.
It's a lot of pressure which is not always the best thing for a self harmer, IMO.
I think it would be hard to lead a group while you are actively still self harming also.
Have you talked to him/her about this. One thing I found in my years of self harming was that the majority of therapists don't understand self harm, and many of the things they try and do can be harmful, they are doing what they think is best, but it is such a misunderstood thing we do, we are often not given the best advice.
This is just my opinion. I'm not trying to go against your therapist at all, just saying if you feel strongly about this, I would talk to him about it. You do have that right.
Maybe he can explain more why he thinks it would help you and you can talk to him about your concerns.
There is a great sheet up on the stickies called
Impulse Control Log
http://www.soberrecovery.com/forums/1622292-post3.html
Anyways Just My Opinion.
Take it for what it's worth. lol
