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Very good advice above -- also get blood sugar, thyroid, testosterone levels, and such checked.
It is generally assumed that anxiety is mental, or do to stress, or somesuch. In my case it was due to adrenal fatigue. That being treated - no more anxiety. Check for a physical cause for your anxiety. The pill solution is no solution and sometimes it is lazy medicine.
If you are low in certain B vitamins, it could affect your emotional state. Taking a good Stress B vitamin should take care of these needs, but whether it will calm you or not nobody can say. Certain herbs and amino acids would be more likely to help in this way. Zoloft is not taken on an as needed basis, it takes a few weeks to build up in the system and it has to be taken every day to work, assuming it is something that will work for you. My own feeling is if it's only been a week, Zoloft isn't something you need yet; giving therapy a chance would be a better bet. If you ever feel you need medication, don't do this through a regular doc -- they know nothing about these type of meds. Do it through a good and knowing psychiatrist. And for relaxant remedies, a good book to read is Natural Highs by Hyla Cass, a psychiatrist at UCLA who uses natural remedies in her practice. You can also look on the anxiety forum or the comp med forum or the depression forum and in the archives will be many discussions of natural remedies for anxiety. Feel free to pm me if you have some specific info you'd like.