It may not be my place to say this, but, I've heard from many people that Prozac can cause anxiety in some people; I believe Prozac is mostly used for "plain" depression, without anxiety/panic symptoms.
I've found Paxil to be VERY helpful with those symtoms, and it is marketed as such. I don't know what it's called in the U.K., but I believe it's generic name is paroxetine.
Hope this helps. (BUT, like ALL A.D.s, they can take up to 2 months to really work)
Best wishes to you!