That's an anti-depressant. You should probably be taking a benzodiazipine (valium, clonazepam, etc) instead because Effexor is just as likely to cause anxiety than prevent it, once you get to the target dose.
If you have a co-existing condition, such as bipolar disorder or OCD/ADHD, you should also be drinking a great deal of water with this drug. But the bottom line is, this drug is for treatment of depression and can create anxiety unless used with a mood stabilizer (Depakote ER, lithium, etc)
http://www.rxlist.com/cgi/pharmclips...ffexor%20Xr%AE