emomess welcome to healing well, sometimes medications don't work, that doesn't mean that you should give up on that, you should see your doctor and maybe you can try a difirent medication that works for you, it doesn't always work the first time around even for most people. and almost every medication has certain side effect, good news is these side effects don't always apply for everyone, infact there might be medication that actually has no side effects for your case, you have to keep trying to find what works for you.
if your intreasted there is a free site that can help you using CBT, check this:
http://www.moodgym.anu.edu.au/welcome