I got anxiety when I took birth control pills so I had to stop ta...

I got anxiety when I took birth control pills so I had to stop taking them. I'd hoped that with an IUD that the progesterone would be so low that I could handle it. Unfortunately, the anxiety kicked in within a day of getting the IUD put in (painless for me btw). Has anyone managed to ride through the anxiety and have this symptom go away? Can my body get used to it since it is lower than bcp? My doctor doesn't think that the anxiety is a result of the IUD but I haven't had any anxiety since I took bcp a year ago. Why doesn't she believe me?