I agree with TulipLover—stick it out. Six weeks is really not that long a time. Remember, therapists aren't miracle workers, and you have to play the long game to get over an anxiety disorder, as there is no quick fix. That amount of time is nothing.
Also, I urge you to think of going to therapy as something other than "caving." It's not weak or wrong to seek treatment. I know going to therapy can be quite stigmatized, but being able to know one's mind without the aid of another is a very dangerous assumption. If you need help, you need help. If any other part of your body was malfunctioning, you wouldn't think twice about treatment—why should the brain be any different? It's not. By stepping up and seeking out a therapist and sitting in those sessions and participating, it's actually (I think) an act of courage. Who amongst us really wants to dig deeply into our minds in the fear of finding something we'd rather not deal with?
Keep going, I'd say. You'd be surprised, I think, over time.