I think you need to talk to someone that you're comfortable with about your depression. Someone need to know about your situation or at least see a doctor, and find out how serious of the condition.
I myself have friends who have depression, they have tried different approaches. You may want to look for something that you've great interest in, put yourself into it, spend most of your time with people who are less fortunate compare with you. You may try to visit some old and lonely people or orphanage, spend time with them, tell joke or something, just to make them feel they're not alone, make them laugh, even make friends with them.
Working most of your time in Charity and helping others will make your life full and meaningful, instead of thinking about all the negative thing that you could think of.
Other than that, "Meditation" is also one of the way to help out with emotional problem, if you believe in the Universal power, visualize very bright light from the Godness of your belief to rediate bright white light toward you, visualize that all the negative energy within yourself and all the negative thought inside of you, turn into black smoke and leave your body through the pores, and disapper into the air. Think about yourself absorbing all the positive white light, you're full of light, just like the sunlight.
Since human are made of body and mind, the mind itself is something that we don't see, but through meditation and relaxation, you can help yourself to see yourself better. Therefor relaxation music CD or hypnotherapy CD would help.
All you need is patient to continue with the practice, listen to the CDs everyday.
Friends of mine were volunteering in a temple often, they actually do a lot of chanting and charity to put their mind in something that will make them forgoting about their depression, after pretty much and working hard, they graduately reduce the intake of medicine of depression, which give them a great deal of side-effect. I hope this help.