Four weeks isn't enough to give the meds. Sometimes it takes up to 6 weeks for the meds to work. It depends on the medication that he gave you. So please wait awhile, and give it a chance. I'm sure it will work.
I know you're tired of fighting. I was too. I've been depressed since I was about 4 or 5 years old. I didn't get treatment until I was in my 20's cause my parents were too busy getting drunk. But back then there wasn't much they could do with a 4 or 5 yr old, except maybe a therapist -- and I'm SURE my parents wouldn't have taken me to one.
When I first started treatment, my meds took 6 wks to work, and I never thought they'd work in a million years. But they DID and it was like HEAVEN. I finally felt "normal" whatever that is.
So don't despair. You WILL feel better.

God bless, and please take care of yourself. I'm sending prayers your way. Hugs, Lee