Newbie with questions

Actually....in regards to my son...he was already seeing a psychiatrist for his zoloft for anxiety....but the psych felt that it was not necessary for him to keep seeing him ....we were told our primary doctor could prescribe the meds for him....so I decided to switch him from his pediatrican to my doc....then found out my doc wont prescribe anything of the sort!  and to top it off...the psychiatrist is across the hall from my primary doctor...GO FIGURE....He is just VERY conservative....so...I am hesitant to even mention it to him....Since I am self pay...I figured I could go straight to the surgeon...I dont need an referrals  for insurance purposes....Am I right?