Depression is awful&so difficult to go through. Although positive thinking&getting a grip sounds like good advice, I know from personal experience its not that easy when you are depressed.
You could try Cognitive Behavioural Therapy (available on NHS, though probably a large waiting list). It focusses on the here&now and looks at ways to change negative thought processes and strategies for coping and overcoming depression. Check out the website below its a really good service, if you become a member they offer many therapies at really reduced prices in loades of different areas of the UK.
www.phobics-society.org
Also a good self-help website I found is
www.clinical-depression.co.uk
I read a book a while ago which described that as depression is such a complex illness, which many symptoms, not one thing will make it better, but employing many different strategies can help, (such as meds, psychological therapy, exercise, holistic therapies etc)
Good luck and dont give up even though it sometimes seems far away, there definately is light at the end of the tunnel xx