First, why are you taking the Paxil? Why Paxil? For some people, a given antidepressant can be very stimulating, and can also cause personality changes and odd thoughts. This is said to be more common with young people, but can happen to anyone, and it's more common with, say, Prozac or the snris which are more stimulating than with Paxil, but you are the only you. Again, if anxiety isn't your problem, why are you taking Paxil? For depression? You say you can't stop taking it -- why not? It's up to you what drugs you choose to take. My one piece of advice is, with this drug, if you decide it's not for you, the quicker you decide the better, as it's one of the most difficult of all to stop taking. If you do believe this drug is necessary, time may solve this, and you're still at a low dose, but I always wonder if this is the first med you're on, why you're on a med at all, and related issues, as not all drugs are created equal.
I have never had that problem with Paxil but all of us react differently to medication. It could have very well just been a panic attack but if you feel uncomfortable taking the medication you should talk to your doctor about maybe switching it up.
Since you just recently started taking Paxil, contact your doctor or his assistant, explaining what happened. Hopefully, you can do this over the phone or their website without incurring an office visit. It may take several days for your body to get accustomed to this new drug, but he may want to switch you to something else.