Why would you want to add a benzo to your regime for depression? It will only cause your depression to get worse if you don't have any other symptoms, as well - it's only used short term, because of the high addiction rate. I would check to see if your med should be upped or augmented with another AD med. Have you been to see a psychiatrist yet? If you haven't, it's worth it, I coasted for 5yrs without a pdoc, and finally got in to see one, and my diagnosis was different then my GP thought, so I"m glad I went. How long have you been on prozac? It can take up to 6 weeks or so before you feel any effects. I would also suggest you look at a support group in your area, it's great to be around other folks who've been where you're at and to learn how to better cope with depression.
They are very very addictive, not meant to handle depression long term. Ask your doctor about some of the newer meds for depression, or to alter your dosage.