 I think if you want to go to a priest and confess your sins, the Bible does say confess your sins one to another. Although the priest don't confess his sins to you, you just doing one to him is not one to another. But still, if that's what you want to do and you feel that that's your religious practice, I don't think there's anything wrong with that. It's just when you start saying it's biblical and you're saying that God has demanded that we do certain things and you don't have scriptural backing, that's when it becomes a problem.