not really, no, think im getting my meds confused actually, Sertraline is what I took from February 2010 to October 2011, not only did it not help with my depression but my depression actually got much worse in that time :/ to be fair I don't know the meds should be blamed for that, but certainly they did not help!
the stuff im now taking is Citalophram, which is supposed to be for my depression and social anxiety, though so far has helped with neither (been taking it for 6 months :/)
so yeah, in my experience Sertraline = useless, however they do say new meds can take up to a month to take effect, so give it at least a couple of months before you decide if it's helping you or not
if it's not then talk to your GP again and hopefully they won't be gits and will let you change if that's what you need, I wish you all the best