hi. wellbutrin is sometimes added to zoloft and other ssri-type antidepressants for these sorts of problems. its not a sure fire deal, but it does help a lot of people. wellbutrin can cause seizures, a bit more frequently than other antidepressants, so if its added to ongoing zoloft treatment, the doctor should keep an eye on dosage and adverse effects.
another option would be a stimulant. it seems that ritalin and focalin are more popular for depression than the amphetamines, but the amphetamines are still used in depression, usually with other drugs on board. a newer, more expensive, less studied option would be provigil or nuvigil (they're chemically related drugs).