Doc's can always prescribe different medications and dosages as well as combinations. Not all SSRIs work the same. So I would definitely look into visiting a doc. He can also help you cope with losing your boyfriend.
If you are currently SI'ing or feel the urge there is a forum for that as well. In the stickies there is a HUGE list of alternative things to do. Drawing on yourself with a red marker or using ice have worked for me.
I hope you feel better soon.

No matter what keep trying despite how difficult it can become.