I used to get anxiety attacks. I've been on multiple anti depressants. You should know that they all work different! I was on one that made me MORE depressed and anxious, and another that helped but gave me headaches and another that worked completely and I eventually weened myself off them....
It could be affecting the baby because I read the other day that if you are stressed (pregnant or not) the baby will tend to lead a more stressful life too, and get stressed easier than others. My anxiety has gone away for the most part.... I know it's hard to relax in the midst of starting to feel anxious, but try to do what people said and try to not think about the situation. Try to relax and enjoy yourself. Focus on one thing at a time, and try not to take in to much at once.... take deep breaths when the sound or sights start to overwhelm you... and maybe keep something by you to snack on, to calm you.
Also, I don't know if you drink hot tea, but maybe try the "chamomile" or "bedtime" because they help relax you.
Good luck. Google ways to relieve anxiety to (non-medicinal) like breathing techniques or something. You're NOT the only one that suffers from this, so I can almost guarantee there will be lots of results about it.