Yes, some docs will switch you over from one med to another, as long as the doses are pretty compatible. The Zoloft dose seems to be pretty close to the Paxil dose, although due to all of these meds varying in mechanism of action, it is impossible to find a perfect dose to start at with the new med....for each individual person. I think breaking up the Zoloft dose like he did will be helpful to you as well.
There is no way we would be able to tell you what dose your doctor will Rx you, that is something you need to discuss with him. If the initial Zoloft dose does the trick for you, there may not need to be any changes for now.
Just remember that any change in these meds, whether simply increasing the dose of your current med, or switching meds takes time to notice the full result, just as when starting these meds for the first time. It generally takes about 4-6 weeks to be able to fairly assess the new regimen, so be patient.
If you start to have bothersome side effects during the transition, speak with your doctor about this, as changes may need to be made.
Let us know how you're doing.
I would have to echo nursegirl here. Many people seem to give up on SSRIs because they believe that they are a 'quick' fix and want immediate results. They do take time to 'build up' in your system and for you to feel the full therapeutic effect from them.
Also, while you are on medication, ensure that you get into a good counseling program for your anxiety. In my opinion, this is the most important step that you can take in confronting your anxiety. I am a proponent of medications like Zoloft, however, they will not 'cure' you of anything, but they are a VERY useful tool while you learn about ways to deal with your anxiety through learning about it...knowledge is definitely power to deal with this. Keep us posted!