You definitely need to report this to your doctor. Avonex is an interferon. One of the side-effects of any of the interferons is depression.
For someone already dealing with depression and/or other emotional issues, the addition of the Avonex might be what is triggering your anger, and sleep problems. You might do some research about Copaxone, before your appointment, and you might suggest to your doctor that he consider prescribing Copaxone for you, rather than Avonex, or the other interferon meds (Betaseron, Rebif).
I hope you can get this resolved quickly!
...I am not a doctor, nor health professional, and don't pretend to be one, here.....