You took a first good step by recognizing that you needed help and consulting a psychiatrist. For most depressed people, that is the hardest thing to do. Give yourself credit for that. Now that the doctor has prescribed a course of action, you would be advised to follow through on the medication dose. Of course, if your body is really not responding at all Paxil or if you are having really *bad* side-effects, consult your prescribing doctor right away. He/she may be able to adjust the dose or suggest other ways of better outcome. But do not stop if you are feeling some benefits. Consult first. 

However, as smile-07 said above, just because you are taking medication doesn't mean that there are not other ways to help your condition. Just like exercising, there are many other activities that would be helpful while taking the drugs and even regularly afterwards. Here are some that I would recommend:

1. Make sure you talk with some friends or relatives about how you feel . Do this daily. When I say daily, I really mean DAILY. Even more than once a day whenever necessary. If there is no one nearby, talk on the phone or even chat. But talk. 

2. Make sure you are eating enough and frequently. DO NOT skip any of your meals. If you do not feel like cooking, get yourself to a restaurant and eat something. Keep fruits and vegetables handy, so you can munch on them as snacks. 

3. Exercise. If you don't like to go to the gym, just go out walking for 10-15 minutes. Get out of your room as often as possible during the day. Don't stay indoors all day. 

4. If you have the opportunity, meet with a counselor at a counselling center for weekly sessions. They are really, really helpful. 

5. Meditate, do yoga or breathing exercises. If you don't know how, google. 

6. Keep a daily routine about all the things you can do to keep yourself busy. And follow the routine the best you can. 

7. Finally, always remind yourself, there is much to look forward in life no matter how dire the situation looks right now. 

8. ****If you EVER have a thought about suicide, immediately call a friend or relative and tell them. If you are still having the same thought, call a suicide hotline.****

Be Strong. Good luck to you my friend!

Hope you start feeling better soon:)

mG.