What about Norethistone or Provera? They may suit you better? A new HRT regime can often take months to settle and PMT symptoms are quite common it seems. I would give it a chance and see how you feel. Lenzetto is meant to be very good, although some do say you require more to obtain optimuim results.
Stick with it, it's not an easy ride, but when you do get there, life can be good (so I have heard :-))