I have no suggestions for the problem of losing arousal after a single orgasm, but I can suggest that you start your treatment for depression with Wellbutrin because it is reportedly the least detrimental for the desire and sometimes even helpful (although it is possible that what people report as helpful is just the return to norm after using SSRI's).
See e.g.
http://www.drugs.com/answers/does-we...ive-13980.html
Wellbutrin is in a class of its own as far as AD's go.
I have not tried it but will ask my p-doc to try it instead of Prozac because Wellbutrin causes weight loss in many people and I have recently used a lot of Zyprexa ending up with a weight gain (I gain instantly on Zyprexa, and many other people do, too).
As with all psych drugs, your mileage will vary and no effect, nor side effect, is guaranteed to happen, but at least it will not hurt to try. It may also make you more focused - not sure you need it but just mentioning it as a possible benefit.