First you need to find a new doctor. I'd like to say that I can't imagine such a careless doctor, but I know that they're out there. There are medications with fewer side effects and you need a doctor that will address all of your concerns.

Ativan, lorazapam, and many others work well for anxiety, but can be addictive, my own personal miracle drug for anxiety is Serequel, it does not affect my sex drive (Effexor and zoloft were horrible for me on that front) but it's given me a host of other medical problems. But Effexor can help with both depression and anxiety and has fewer sexual side effects for most people. My husband did not tolerate the Wellbutrin, it made him angry. A friend of mine took a medication that he could take a smaller dose when he wanted to be intimate with his wife, I do not recall the name of the drug though.

It's a long road finding the perfect balance, you need a doctor that is willing to put in the time and effort to help you completely.