5 weeks may be a bit early. mjbrown is right, sometimes it takes a little loner that 5 weeks to get the full affect...everyone is different. Do talk to your doctor but don't take advice from people on this board who are not doctors and assume your dose is too low. It might just need a little more time but again, talk to your doctor.
5 weeks is still a little early to tell whether the Zoloft is going to be effective. You might want to give it another week or two. Most of the time it takes 4-6 weeks before the medication kicks in - but it can take up to 12 weeks to feel the full effect. I've been on Lexapro 6 weeks now, and I am just now starting to feel a real effect. Anxiety / panic can pop up even when the medication is working well. You might want to speak to your dr. about adding an anti-anxiety med like klonopin or xanax until you've given the Zoloft enough time. You might need to up the dose of Zoloft or try a different medication, but generally 5 weeks is (unfortunately) not enough time to judge the effectiveness of a dose / medication.
You need a change in dosage. Go back and see your doctor.