What to do about my nasal spray's side effects?

i recently came down with allergies and used nasal spray to treat this , though it seems to be working well , it has a disgusting side effect of decreasing your blood-cell count leading to fatigue , headache and decreased immunity to sickness , i have been prescribed to take it for a month it has been one week and these side-effects are causing me to worry , should i ditch the nasal spray or use it for my allergies ?