Are you coming off of Zoloft on a slow taper? For me, when I came off of it, I initially had some bad headaches and a little anxiety, so I went back to my doctor and asked to taper down slower which helped me tremendously. I still had some side effects, but they were much more tolerable and went away after a couple of weeks or so. My mantra has always been, 'the slower, the better.'
Please go to the link I have provided below. It is a MedHelp group run by Ryan who will be able to help you.
Peace
Greenlydia
http://www.medhelp.org/forums/Psychopharmacology/show/701