Selective serotonin reuptake inhibitors (SSRIs) including sertraline (Zoloft) have been found to be effective in the treatment of generalized social phobia (GSP). However, virtually all of the current treatment studies with medicines, including the SSRIs, have excluded patients with social phobia who have other co-occurring conditions. In fact, 80% of individuals suffering with primary social phobia have at least one other anxiety. This study will evaluate the safety and efficacy of sertraline in the treatment of generalized social phobia with co-occurring anxiety and mood disorders. Participants will be randomized to receive either sertraline or placebo for 16 weeks. At the end of the study, you will enter follow-up care with the study doctor.