It's quite common. Lexapro supposedly has a comparatively smaller side effect profile than other SSRIs, but many people still seem to experience the typical SSRI side effects, most notably sexual dysfunction.
I'm happy it's helped, in general, though--and the buproprion should help with the sexual issues. Just out of curiosity, when depressed, were your symptoms atypical or melancholic (or undifferentiated/some of both)? I'm trying to gather some data points, because (for good reason) I lack confidence in SSRIs for social phobia (and the often comorbid atypical depression)--but I'm always hopeful that SSRIs can still help some with both conditions.
Atypical depression usually includes symptoms like extreme fatigue/lethargy/anergia, diurnal mood variation with worsening at night, mood lability and reactivity in response to external events (e.g. positive event happens => mood might lift; negative event happens => mood usually declines; criticism or rejection might even make one feel suicidal); oversleeping; overeating and/or carb cravings; anhedonia or apathy; very low motivation.
Melancholic depression is the more classic form of depression (but actually less common in people with social phobia), and includes loss of appetite; insomnia (most commonly with early morning awakenings); anxiety about the future; guilt, regret, and self-reproach about past misdoings and failures; diurnal mood variation with worst mood in the morning upon waking; anhedonia; lack of mood lability and reactivity to external events, criticism, or rejection.