This is some info I gave to someone else on another site.
How often are you depressed? Have you seen a psycologist? Depending on how often you're depressed and how severe it is, there's certain steps to take to help alleviate you problem.
If you're depressed only sometimes because you're having a bad day, or something happened to you, the best thing to do is focus on the positive aspects of life, maybe go out, volunteer and help the less fortunate, do things that you enjoy doing, or call a friend or family member that you can trust.
If it's constant severe depression that you have, I would say try to do the things I mentioned above and seek out a psychiatrist/psychologist as well. Some people have constant depression due to a chemical imbalance or a traumatic or traumatic events that have happened over the years in their life. When depression becomes too much for you to bare and it tends to affect your life, it's time to get professional help. Good luck
Here's a forum that may possibly help with the situation.
http://www.depressionforums.org/