No. Hopefully my story will reassure you. I guess you're still quite young? When I first left school I changed my job several times. (There were plenty of low paid jobs back then!) I found work extremely difficult to cope with and I was well aware I was slow and took longer to learn stuff than other people. Socially phobic people usually have very high levels of anxiety and it's actually the anxiety that slows us down and stops us from remembering everything we'd like to.
Roll on *cough* years. I've been in the job I'm in now for 15+ years and I've always had pretty good work reports though I still get very anxious when I move to another section. I moved to a new section a year ago and I was more than a little shocked when I got an absolutely brilliant report from my boss. Not something I ever envisaged back when I had job after job after job and couldn't cope!
Confidence is just something that comes as you got older and each time you gain a little more confidence you lose a little more anxiety. You probably won't believe this now (I know I wouldn't have if someone had told me this back when I was 16/17) but just give it time.
In the meantime:-
Write down everything you can (having notes helps you remember and makes you feel more confident knowing they're there to refer to).
If you deal with ppl on the phone, write down key things you have to remember to ask.
Don't be scared to ask colleagues for help (most people love being asked) especially if you're not sure on computers. On my last section, I worked with a lovely guy who got me through every single computer problem!
Think about telling your employers/boss that you suffer from anxiety/depression. If you don't feel up to telling your boss, tell a sympathetic colleague. (My boss knows I suffer from anxiety/depression and if my colleague is absent will ask if I need any help from other areas if there's a particularly heavy workload).
Hope this helps and good luck.