Can I just stop after 7-10 days on Effexor?

Without making this post too long, I was in a mental hospital with a psychiatrist who refused to tell me about any of the side effects of my meds, or what he was switching me to a few days in. He just insisted I take them or I wouldn't get to go home. I only found out later he'd started giving me Effexor. To be honest I can't stand the side effects. I'm more depressed than before, I feel physically ill, I've dropped so much weight I can see all my ribs and after researching this drug I don't think it's right for me and want to try something else. I'm scared to stay on this one. But I also just found out that withdrawal can last weeks or months and that absolutely horrifies me.

Is a week or so short enough to just go cold turkey? I don't want to take any more of these pills than I have to.