BCPs and anxiety

Hi, I'm a 21 year old college student and I've been on Yaz since I was 17 years old. In Feb. of 2009 I started having anxiety attacks for no apparent reason, they would come without warning while I was in class or in my dorm room watching TV. I was so confused so I went to the doctor and they sent me to the campus therapist to talk about what was going on. This helped somewhat but it only seemed to worsen just a few weeks later while I was on Spring Break. I had to be put on antidepressants. The thing is, I didn't really feel 'depressed' as such. I've always been a happy healthy young woman, but the anxiety I had was out of this world. Turns out, my therapist and family doctor have both told me that I have depression with OCD. I had a terrible fear of the guns in my house at home, any sharp objects because I was afraid I would hurt myself, even though this was a terrible fear of doing so. These were obviously irrational thoughts and I knew that. It was just these urges that were enough to drive me crazy!! I've noticed that my mood swings and depression and anxiety seems to come and go with my menstrual cycle. Exactly a week before I start my period my mood drops significantly, and my anxiety and nervousness increases for no apparent reason. Its very annoying! The antidepressants have helped me out a lot. I'm on 50 mg of Zoloft. After I start my period my mood seems to go back to normal. I've asked my doctor if I should go off the pill because I've heard other people say their BCPs almost drove them insane. My doctor said I would be a mess if I went off, but other people say GET OFF NOW.  I'm really confused on what I should do... stay on them or go off? Any suggestions?