i like it. i think i kinda expected jules not to be real when he left abruptly while they were talking. i don't know if i wanted it to be more of a shock or a "yeah i knew that" type moment.
but then again, william is at a shrink's office, so that played into my assumptions too.
i think you could/should continue these characters...what would happen if jules came back and convinced william that he was real? then william, at his next appointment with melissa, was convinced that he wasn't and so on? (since his emotions can change so quickly.)

I like it. You should make it a ful length play.