Is taking Effexor XR & Zaxax together ok?

I have been on Effexor ZR, 75 mg, once a day, for about 6 months, for GAD.  I recently have had some very traumatic changes in my life.  My husband of 20 years left me and my mother has become very ill.  My MD suggested adding Zanex to deal with the short term depression I am feeling.  I have not yet taken it.  Just concerned if this is the appropriate treatment.  Scheduled to see a Couselor in 4 days and hoping this will help.

Please advise.