Candy is correct, meds like Effexor take weeks to build up in your system. Try to be patient with that but I know it is hard.

Also, even with meds, they are not a cure all, but they are very effective. In addition to the meds, therapy is good for learning to face your anxiety head on and learn to deal with your anxiety and become less afraid of it. It takes a long while to even recognoze your triggers of anxiety but keeping a journal of when your anxiety is worse and how you reacted to it does help to pin point when you get most anxious.

Hang in there.