First, the answerer that said that Prozac is addicting is ill informed. It is not addictive. It can cause an increase in suicidal thinking & behavior though.
It is true that it can take up to 6 weeks for it to start working, but u can start feeling better or worse much sooner than that. I was also on Prozac & it did make me feel worse. I was already somewhat suicidal when I started it, but I attempted suicide while on Prozac. I felt very impulsive, had extra energy. It was like depression on speed. My doctor also upped my dosage from one 20 mg pill a day to 40 mg a day & I felt about 100 times worse.
Go back to ur doctor. Tell him or her what is going on & that u want to change medications. If ur doctor disagrees & wants to up ur dosage, tell them no & that u would like to see another doctor. It would be wise that when u tell ur doctor that you're feeling suicidal, that u do not fully disclose that u have plans (if u do) or that u r going to do it. Why? Because u can be locked up & forced to take medications against ur will. Legally, the hospitals cannot give u meds against ur will, but they will never let u out unless u behave & part of that is taking medication. Nice is not it?
If it is just hopeless & unless you're one of those people that react well right away, getting help is hopeless, u can just quit ur medications 'cold turkey'. The worst that will happen is a sudden return of any symptoms that have gone away due to the medication esp. if you're only taking one pill a day. Then simply cancel future appointments with ur doctor & continue life as is.
Depression is hell, but I'd rather be depressed everyday than be depressed & on prozac. Good luck!