They need to change my Anit-depressants but..? ?!

If they think you still need anti-depression treatment, they'll switch you to another brand. I've tried 3 so far, and Prozac has had the mildest side effects, and helps a bit. It's one of the most common antidepressants to be prescribed, so your doctor may possibly try you on that. They'll weigh up the pros and cons of each antidepressant based on you personally, if your doctor knows you well, and prescribe the one they think is most appropriate.
Exercise can help with the efficiency of an antidepressant, and also helps lift your mood naturally.
Antidepressants won't irreversibly mess up your body's chemistry or anything like that, as the other answerer said; while they do have some bad side effects, they're not toxic chemicals being pumped into our bodies to make money for pharmaceutical companies. They're designed to help.

omg dont take meds messes up your body alot,. and well i was on meds for long time
and well i dont feel right now since i got off them now, alot of stuffs missing from my body,
i dont feel right sometimes now, i am trying one more thing to keep calm, herbs
by gaia. and its makes me have the right response to stress... serenity herbs tablets..
whole foods stores... i am feeling tired today came back from florida today and feeling washed out,
and well i hope i can go out tonight to see friends.. i am washed out. help

Have you tried exercise to relive your depression.
The only reason they don't recommend it is because it's not a drug that has insurance to cover you if it doesn't work.. understand.
Telling you to get out more and exercise would then be a (possible) liability on the doctor and not some drug.
Well I guess it's to late now, once you are on those things it screws up your bodies chemistry, I don't know if it's reversible.