Don't look at a doctor as having control over it. Part of their job is the patient is supposed to be heard, and when you're spending your time and paying them insurance money and (for many with anxiety problems) putting up with the trauma of going to see them, you've got a few options:
If they're not listening to you, don't be politely agreeing just to be nice, or if they just say "well here's what I'm going to have you do" and it's not what you asked for, then again don't just say nothing. It might be hard but that's a pivotal moment of dealing with the system if you have SA... don't be rolled over at that point.
The other option is, once again maybe a pain in the *** if you have anxiety problems, but go through the whole thing over again with a different doctor. Some of them are just no good for anything, and the old phrase "getting a second opinion" is really important in dealing with medicine.
Also if you can see a psych without a need for referal (i can't do that under my current insurance but maybe that's not common i don't know) might as well just set up an appointment there instead of even deal with a GP. Just remember medication isn't everything, social skills still need to be cultivated, diet might need to be changed, and so on... good luck on your road to treatment.
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