It's not easy to come out and tell people this, there are many forms of depression and many causes, so really, you need to find the root of your own.
Speaking to the doctor, or indeed a face to face conversation with anyone who isn't close to you is usually easier. I know its difficult too, but don't bottle anything up, if you feel like a good cry, do it and let your doctor know the feelings you are experiencing.
It's always a quick fix for doctors to go handing out anti-depressants, and although I wouldn't ever tell anyone that they don't help, they aren't right for everyone and it's usually a case of "suck it and see".
Don't hide yourself away from people, get out and about and do things, other than sitting inside and dwelling on stuff. Get yourself a new hobby, something that will divert your mind from your troubles.
Sometimes you just need to stand up straight, look yourself in the mirror and tell yourself that you can sort yourself out, but as I say, you need to find the root of what is making you feel the way you do. Then you can start to help yourself.