Buspirone (Buspar) is a medication that is used for anxiety. One of its actions is at the serotonin receptors. Though it is used for anxiety, it is not a benzodiazepine.
Paroxetine (Paxil) is an SSRI antidepressant medication. It also acts on the serotonin receptors.
Because both of the medicines work on the serotonin receptors, when they are used together there is a very small chance of it causing a rare interaction called Serotonin Syndrome. Though this is a rare occurrence Serotonin Syndrome can be serious, even fatal.
However, if it not uncommon for the two medicines to be prescribed together. But, the physician has to monitor the patient carefully, weigh the risks against the benefits, and the patient must take the medicine just as prescribed.
If you are concerned about any of your medications, you should discuss that with the prescribing physician. The physician knows your medical history and what the risk-benefit ratio is. Again, anytime you have concerns about your medicine, discuss it with your physician.