I went through a despressed part of my life a few years ago. I realized my problem was that I needed change. I somehow got stuck in a rut and to me at the time, change meant doing something I had always wanted to do but didn't. So I packed my bags and moved to London for two years. Yes its drastic but then I worked for a British company and transfered...anyway the depression eventually wore off but it took time.
You know, I was at a point where I wouldn't want to read good news about others because it reminded me of how sad I was inside? Well anyway, like the others wrote, keep active as that is the most important thing. Find something that you have wanted to do for a long time and try it - like painting or riding or writing or whatever it is.
I hope I never go through that again. Oh and part of that depression was having a feeling that I wouldn't live to see the year 2000. That was really aweful!!! But I get it was some dark cloud over me - but it has since long past.
Take care of yourself.