no offense to you wangho, but i find this attitude of completely dismissing side effects or even claiming that they are a good sign that the treatment is working a little disturbing.
jamjr: i think if your main concern about propecia is its efficacy, then i would definitely stick with it for at least 1 year. the majority of people stop their loss with propecia for a number of years. so even if it 'stops working' and you wind up back where you are now when you are 40 you'll be much better off than otherwise.
that said, from my experience it's just not a good idea to screw around with sexual side effects. some people do seem to get over initial side effects, so if they don't bother you too much then you might be willing to wait it out a month or two to see if this happens to you. but i was only on propecia for six weeks and from about week two on the side effects got progressively worse (with some oscillations in there). and though i was only on propecia for 6 weeks it definitely took a few months to return to normal. for me, those few months really shook my confidence and that is something from which i still haven't completely recovered (a few more months later).
in the end you have to decide whether it's worthwhile to you to play around with these types of side effects. and that will depend a lot on your personal situation: relationship status, severity of side effects, etc...