R. Yaakov of Shklov was the son of R. Yosef of Shklov, one of the early Chassidim of the Alter Rebbe. A chossid of the Alter Rebbe and the Mitteler Rebbe, R. Yaakov was a businessman who was known for his yiras shamayim and avodas hatefilah.
When the Alter Rebbe visited Shklov, he stayed in R. Yaakov's home. R. Yaakov would daven at great length, and even after the Alter Rebbe finished davening, had the seuda and recited a maamar, he was still davening. When at last he came home, he was embarrassed to show his face, since he has such a guest in his home and yet he didn't show up.
When he came, the Rebbe told him lightheartedly, "The difference between you and others is that most people have a yetzer hara in eating and drinking, bad thoughts and vain words, whereas your 'yetzer hara' is in davening and learning. It turns out that when they daven or learn they are freed of their yetzer hara, whereas you remain attached to him then as well..."
(בית רבי מהדו"ח ע' 213)
R. Yaakov was once in a dire financial situation, after losing his own money in failed deals, and then losing some more money that he borrowed. When the Alter Rebbe visited Shklov, he went into yechidus and cried about his situation.
The Alter Rebbe then began to make a cheshbon nefesh about how R. Yaakov was doing bruchnius. At that, R. Yaakov began to wail intensly with a cry from the depths of his heart. The Alter Rebbe then told him to go in peace. As he turned to leave, the Alter Rebbe called him back and told him, "With that first crying, you would have remained in sorrow. But from this crying you will stop, and thus you have finished with the first crying too [allowing you to seek a solution]."
(תורת שלום ע' 275, וראה סה"מ תרפ"ב ע' 488)
