Yes, Xanax works quickly...binding to Gaba...a neurotransmitter in the brain that works to calm anxiety. It has a short half-life, so it leaves the system quickly and can be taken on an as needed basis.
It is not recommended for really long-term use however, so I always recommend working on other coping mechanisms such as therapy and/or self-help in conjunction with taking a benzodiazapine.
Here is more info that you may find helpful.
I really hope that you find something to help you get some relief soon. Know that whatever you choose...we support you fully.;)
S.C.
http://www.youtube.com/watch?v=E4lI9UU2MZo