Your doctor may ask you to switch over to anti-anxiety drugs when they don’t find any improvement in your anxiety problems. Doctor's usually prescribed these medications after going through their patient’s medical history. If you are experiencing nervousness, stress, depression and insomnia due to anxiety, then your doctor may ask you to buy Xanax over the counter for getting relief. Xanax affects the working of GABA neurotransmitters in the brain, reduces anxiety and induces slumber. Short term use of this medication will offer the desired results.