Do anti-depressions work straight away?

I definitely have PPD. I am 16 weeks pp, but I have not been to see my doctor about it, at my 6 week appointment I mentioned it to them how angry I was getting. And they just said its stressful being a mother. Every time my baby cries, I get so so angry towards him, I throw things across the room and even shout at him to stop. I don't want to be like this anymore. It's just me and baby all day long, and I don't have any help. I'm embarrassed to go to the doctors about this as I feel like a failed mother. But I can't go on like this, I'm miserable all the time. I need advice on what to do? Do anti-depressives work straight away?