switching from Zoloft to Lexapro

I have been taking Zoloft for about 13 months.  Two weeks ago I decided to switch to Lexapro because the Zoloft wasn't really helping me and I had tried Lexapro a few years back and had worked Perfectly for me.  I only got off of it because I thought it was making me gain weight, and because it worked so well that I thought I didn't even need medication anymore.  Well, My doctor told me to just switch from a low dosage of Zoloft to 10mg of Lexapro from one day to the next. I am very worried that she did not make me ween off of one and then start the next.  Is this a problem.  I'm not doing well, but I wasn't doing well with Zoloft either.  So I'm not sure if I'm my depression has really increased or if the way I switched was done wrong.