Depression for most people is a combination of chemical changes in the brain, and destructive thought patterns. Meds alone help some people, counselling alone helps others - but statistically speaking nothing works as well as the right medication combined with cognitive based counselling.
So what is cognitive counselling? Start with each thought, especially the negative ones. Most of the time when we get depressed, there's a lot of negative messages we run through our heads. Most of those are distorted or unreasonable, and by challenging each one, testing it against reality (NOT some pollyanna everything is wonderful BS) -- you can start making some progress.
SO when the message plays in your head -- like "I screw up everything I touch" -- test it against reality. Have you done some things well? Then fight the thought with a reality counter attack, like "I can be pretty funny, and I do pretty well in math." Another common thing is to lose sight of the big stuff, the things that are important to you, and focus in on things that dont really matter that much. Troubel is, your body chemistry jsut sees the stress and self blame, and reacts accordingly.
For example, I jsut logged off in disgust thinking "I really stink at this game." I was frustrated, and felt that I hadnt improved at all despite all that time trying to learn. My gut was in a knot.
FIrst, in reality I HAVE improved tremendously (OK, thats because I was so inconcievably terribly bad at first that it was simply impossible to get worse -- but I digress.) I've just switched tracers off. I was pressing out of frustration and did stupid stuff. I had a bad evening. I dont stink worse than a week old corpse with dead maggots. It jsut isnt true.
Second, who the heck cares? This is a game, and there are many things FAR more important to me. I cant let this small area of my life rule over my emotions. There's no way that I shoudl let little stuff, like what some jerk said or what the clueless clique of horde dweebs at school/work/whatever think.
But you get the idea. Fight the lies that habit and the disease play in your mind. Find a real counsellor who can help you see things that are hard to seee on your own. The emotions will follow.
And Fubar -- I gotta tell you, I respect you a lot. You're a kid (no offense -- I'm 43, so anything without grey is a kid to me

), and like most kids there are times things go overboard. But you've shown class that many grownups havent.
You probably dotn remember this, but about a year ago I was in your flight zone and we got jumped from behind. You were tail end in a group of 5-6 friendlies who were only loosely cooperating. You got nailed, and went semiballistic over the lack of check 6s. I said, hey, sorry, I was scanning the cons ahead -- I jsut didnt see it. I figured that was the end of a typical normal MA event.
But the next day, you looked me up and PM'd an apology that I didnt even think was required. That showed me character and class, and I've not seen anything since to change my mind. You're gunna be alright if you give yourself a chance, Fubie.