There a few researches that have confirmed that vitamin E and in particular omega 3 fatty acid reduces the weight gain associated with paxil. Although the mechanism is not clear, it is more likely due to the decreases metabolism of fat that occurs with their intake. Omega 3 fatty acid, also counter acts the atherogenesis of vessels and decreases the chances of heart attacks in people taking paxil.
I would recommend that you meet you doctor and discuss with him some other medications that have the same efficacy as praxil to treat depression but have decreased weight gain and sexual side effects. These drugs are FDA approved and available in the market.
Vitamin E and omega fatty acids are effective but they do have their share of side effects. They are associated with abdominal pain and change in stool consistency. Fish oils can cause bad breath.