Zocor and depression problems

I am male 37 years old. In June 2007, my blood test shows 249 total cholesterol. After that, I was taking super B-complex, fish and flax seeds pills. It went down to 213 total cholesterol (40 HDL, 136 LDL and TRI 176). And I asked my family doctor to give prescription for Zocor(I asked particular drug because I will get good discount rate at my employer's place). he gave me Zocor 20 mg. After taking 1-month medication I felt some inconvenience during sex . You don’t feel it normal. I can’t do much exercise and some times feel depressed. I usually do 1-hour exercise or any form of exercise (Yoga). After Two months I tested my blood cholesterol level. It shows now total cholesterol 181(LDL 93, HDL 42 and TRI 223). And also showed ALT and urine protein little elevated. Now I stopped medication for past two days, feeling better at day time but night I am having weird dreams and indigestion problem. I guess these are withdrawal symptoms. I would go for natural medication like regular exercise, diet (oat meal, high fiber content, less sugar, less white rice). No more Statin drugs. Any one have same problem?