I'm afraid that my son won't come to us anymore because of being afraid of getting in trouble. What do we do when he tells us about behavior that isn't acceptable?
Let your boy know that his disclosure of his misbehavior may be met with disapproval of the misdeed but that it does not threaten his status of remaining loved and appreciated in your eyes. However, it would hurt his moral growth if you immediately forgive him for his wrongdoings. Kids need to feel shame, guilt, and remorse for some of their hurtful actions and misdeeds. When he confesses his misdeeds to you, use this opportunity to allow him to express these emotions, ask him how he feels about what he did and why he did it.
Look closer at why certain confessions made you angry. You'll be able to see some themes emerge -- whether it's lying, stealing, betrayal of trust, vandalism, etc. -- there are clearly some things that bother you much more than others. Once you've done this introspective analysis, share with your son what was behind your angry responses (maybe, as is often times the case, events from your own childhood).
He's old enough to understand these explanations and it will help him not to personalize your responses as much if they do occur in the future.