I agree with MrGreen's post. Basically, your doc is switching you over to Klonopin, which is a longer acting benzo...it builds up in your system, compared to Xanax, which is usually gone after 4 hours. Now, while this is a common treatment...you may not be COMPLETELY free of symptoms. Sounds like what you have are pretty mild, and they will only continue to improve, so that's good. Just give it some time.
If you really start having major w/d's...then you need to discuss this with your doc and maybe taper more slowly. Usually though, once the Klonopin has had a chance to build up as you're coming down with the Xanax, everything balances out quite nicely.
Keep an eye on things...and be sure to call your doc if you think you are starting to get some significant w/d's. I think you will do just fine.
Good luck!
What your doctor appears to be doing is replacing the dosage using others tablets to make the withdrawls not as bad as they would normally be. I had this done before too. With zispin. Everytime I came down a notch off the addictive tablet, the zispin was upped a notch. The dr is probably just trying to balance things out so you won't feel the come down from the xanax. You might feel something. But anxiety you can manage. If he didn't do what he is doing I would imagine you would feel a lot worse. Just try and hang on in there. It is never easy. But you are doing good.