Jody-
It stinks that you are going through such emotional ups and downs right now. Don't blame yourself- it is all part and parcel with PCOS and depression.
Have you considered talking to your doc about having your medication adjusted? Quite often, doses have to be frequently adjusted and other meds might have to be added to work in conjunction with the Zoloft you are already taking. The way my doc put it to me was sometimes 1+1= 5: meaning that the right combination of drugs can make a world of difference. Maybe this is something you could discuss with your doctor. Also, are you gettting any counseling? I think meds and counseling together can sometimes make all the difference in the world.
Good luck cyster- and know that you are not alone in this- we are here for you!
Aimee