Xanax??

So I have struggled with anxiety all of my life...at times more severely than others, with my most prominent area being social anxiety. Looking back through the years this has set me back I feel in a number of ways, and I am tired of feeling trapped by the walls of my own mind and feeling as though I am watching my life from behind bars.

A month ago I visited my family doctor who was very understanding and accommodating to my feelings as I explained the way I feel to her and that I need a relief. She prescribed me .25mg (lowest dose) of sertraline, aka Zoloft, and I feel I don't feel a difference. I feel that Xanax would be the answer based on what I have heard from other people and reviews online. I would really like to be upfront with her about it however I really fear she will see me as seeking out xanax for recreational use and abuse. Any tips?? I am desperate at this point.