Why do I get so depressed when I am having a panic attack and why do I start shaking?

When I am having a panic attack I get so scared and shaky and very depressed. Today I just started taking prozac and I am supposed to take xanax whenever I am having a panic attack but I am scared to take them. I dont want to get addicted to them. When I do take them I only take half a pill. Will the xanax react badly with the prozac and how can I calm down and relax?