I found the following info at http://www.drugs.com/fluoxetine.html
It says that you should:
Call your doctor at once if you experience any of these serious side effects from using fluoxetine :
severe blistering, peeling, and red skin rash;
very stiff (rigid) muscles, high fever, sweating, fast or uneven heartbeats, tremors, overactive reflexes;
nausea, vomiting, diarrhea, loss of appetite, feeling unsteady, loss of coordination; or
headache, trouble concentrating, memory problems, weakness, confusion, hallucinations, fainting, seizure, shallow breathing or breathing that stops.
NOTICE that it mentions "headache" as one of the symptoms that you should let your doctor know about right away!!!
Remember, just because one med does wonders for one patient, it might not have the same effect on the other one. It's a trial and error type deal. You may need to be tried on something different. If you can't get any real help from this doctor, you should try to find another one that will really listen!!!