Hmm, confidence is always a tricky issue, especially for me. I'm not in the same situation as you, but I often find myself checking out other people's actions first too. Since you know that he wants you to just plow ahead, rather than glancing around, I would try to make a conscious effort to do just that. It's hard to stop some of these behaviors cold turkey, since they can be ingrained in us, so maybe try to do it once out of five times, then twice, three times, etc. It sounds kind of stupid, but I've actually had it work for me. Taking the risk can be scary, but it will pay off.
Also, just looking more confident in general may help. Make sure you are standing up straight, and your chin is up, and all of that good stuff! =) Telling yourself you are confident, and even "pretending" you are confident can really help as well. You get used to feeling that way after a while, so it becomes easier and more natural, and you develop more confidence that way. People can tell the change in your actions too.
Also, take confidence in the fact that you are obviously a people person, and other people like you and take to you as well. Finding confidence in the things that you do well can also help. Just find some good things about yourself, and compliment yourself on them, and build yourself up a bit.
So, there's a couple ideas for you. Hopefully at least one of them will work!
Good luck! =)