I'd talk to him about other options and see what he says. You might consider doing some research about medications commonly used for social anxiety disorder/depression on your own (on SAS, Dr-Bob.org, Wikipedia, etc.) and then discussing what you find with him to see what he thinks would work best for you.
Personally, I've found it's worked much better for me when I go in with some ideas for what I'd like to try, and see what my doctor thinks.
Good luck!