Can the psychology of a person alter his immune system and health?
I'm not sure what you mean by psychology exactly, but assuming you are referring to a persons mental state there is a known link between stress and immunity. This link occurs through neuro-endocrine pathways. The central nervous system and endocrine (hormonal) systems are linked through the hypothalamus, a key controller of hormone release in the central nervous system. In a state of stress our central nervous system reacts by increasing the release of hormones such as the steroid cortisol and catacholamines such as adrenaline (a.k.a epinephrine in USA). 

We know that steroids have an effect of dampening down the immune system (in fact steroids are often used for this intentionally in the case of autoimmune conditions for example). Thus based on this we have a scenario where stress can lead to increase in cortisol (and other hormones) which in turn can have an effect on your immunity. The effect to which this impacts on your life is then further dependent on your psychology and social support.

More generally, the links between illness and psychology are integrated together in what is called the biopsychosocial model of illness. I suggest you look this up to gain a more in depth understanding of this complicated issue.