Hi, I am back...
Okay, I re-read through your post...and I think that your doctor has advised you well.
Yes, when starting an SSRI, this initial reaction can be a combination of increased anxiety, and possible side effects. This can make for a rough couple of weeks...but should subside with time, and your body's adjustment to the med.
The benzpdiazepine will certainly help with any breakthrough panic if any more comes up in the future...but you should be feeling better soon.
The links that I'll post below will also be good to look through and by learning the coping mechanisms for anxiety...you'll be learning a great long term management skill for your stress.:)
Self Help sites with breathing/relaxation exercises instructions
Panic attack relief exercises:
http://www.healthcentral.com/anxiety/c/73076/34334/breathing-lessons/
http://www.healthyplace.com/
http://www.stress-relief-exercises.com/
http://www.ehow.com/video_4405003_breathing-exercises-panic-attacks.html
http://www.psybersquare.com/anxiety/panic_relax_I
You are welcome to keep posting here as well. Talking with others about your challenges is a great way to decompress. Support is always available here.:)
Talk to you soon.
Scaredy Cat