Are you assuming that your doctor would be offended that you sought help outside of his expertise? This may not be the case. Regardless, it is your life and well being at stake, not your doctors'. I have found that there are doctors who are not experienced with treating depression. A psychiatrist seems a much better choice to me. I started with a psychologist, then a psychiatrist, and when I found a treatment regimen that worked for a long period of time (years), I found a doctor who would continue the meds. If at any time I believe that a doctors care is not enough, I give myself permission to use whatever medical care I can find which is of help to me, including psychiatrists, therapy, whatever. Depression is a very treatable disease, you are on your way to recovery. Keep seeking.