No, your brain is tricked into thinking it can only work right with the meds. Trust me, it's NOT working right with the meds! The only way to get it working right again is to....yeah you guessed it. The shrink is going to tell you the same thing. I would second guess this shrink's credibility if he/she actually does prescribe you more drugs.
If you really, really do feel that way, try tapering yourself off of everything you take. Continue doing what you do normally, but simply take a smaller and smaller dosage every single day until you are close to none at all, and when the time is right, you will know that you can simply just stop taking all this crap.
I started to become very anxious and depressed after I began using drugs later in life. I noticed that I have had these emotions my whole life, but after drugs, they are much more apparent. I'm more 'aware' to the feelings of anxiety and depression, if you will. One thing I notice is literally a direct ratio of the amount of anxiety I feel to the amount of drugs I do. i start taking less drugs, I get less anxiety and I actually start to build a VERY enjoyable natural euphoria that is beyond placebo. You can simply feel your brain taking a breath of fresh air, clearing itself of all these poisons you've been putting in it for how long now?
Give it a try. If your shrink seriously prescribes you more medication, I'd find a new shrink and/or check into a rehabilitation clinic. You obviously have a drug problem and you need to learn how to live without them!! Taking more will only worsen then problem.