feary, I have the same question that Rohag posed about what the "huge mistake" is/was.
I have also gained a lot of weight on Paxil. It is very frustrating. Some days I just look in the mirror and say "yuck" at myself. I know I am dealing with some hormone changes that might be causing some of the gain. I don't eat any differently than before. And, having been thin all my life without trying, I just can't believe I have to start some exercise program at this stage of my life! (oh, denial...)
There does seem to be a trade-off involved. From many things I've read, it sure seems as though every anti-depressant/anti-anxiety med causes weight gain.
Currently, I keep myself going by asking myself if I would rather feel "normal" and not depressed or whether my body image is more important to me? So far, I've voted for the positive normal mood results from meds. But, I do hope you will talk with your doc. Perhaps he can provide you with ideas for balancing the meds and weight challenges.