I would also ignore what other folks are saying. Depression is a legitimate illness and many folks just don't understant. Like others of have said, patience is the key.
As teko said, Prozac often can take up to 3 to 6 weeks before it builds up to theraputc levels in your system.
If in 6 weeks on Proxac if your still not feeling any better, then there is a good chance that this drug which only will only address the Reuptake inhibition of Serotonin in the brain, may not be the best antidepressant for your type of depression,
In that case your depression may be caused by Neorephinephern depletion in the brain, in which you would require an SNRI type medication such as Effexor to address the problem.
It will take anywhere from 3-6 weeks to build up in your system. Be patient. If at the end of 8 weeks you do not feel a differance, contact your doc for med adjustment. In the meantime, educate yurself on the medication itself so you know what to look for. It is usually not the same experience time wise for any two people.