Anxiety attack

So, I just got home from my 37w weekly appointment. I'm "a good 1-2cm" (I was 1cm last week). Didn't mention effacement, but the whole check hurt so bad, I cried...normal?! Anyway, I then proceeded to have a full-blown anxiety attack complete with nonstop crying to my doctor. He was patient and reassuring with me as I just poured out how terrified I am of labor and delivery (I'm so scared about dying). He suggested starting Zoloft, but ironically, the idea of taking that makes me have MORE anxiety! I know he's weighing risks vs. benefits, but I just don't think I can do it! Anyone else feeing the same?