It's disturbing to hear that so many people replied with the belief that depression is at the fault of the sufferer. It's scientifically and statistically proven otherwise.
There is a difference between self-pity and depression. If you feel sorry for yourself, you're self-absorbed and need to pop that uncomfortable little bubble. It's temporary and will pass. However, depression grows and consumes you. It affects everyone around you. It can be contagious, and it can kill. Depression doesn't start off as a mental illness, but left to brew it can become something much, much worse.
And before anyone starts classing me as one of those trolls displayed in another post, I've already chosen my trollness, and I'm not speaking out of professional training. I'm speaking out of experience. I was depressed - not to be confused with a sad or whoa is me - and it grew, and it grew, and then it burst. Not once did I think of suicide, though. I was too afraid of dying at the time. I'm a lot like Mark. *points up* I, too, have a phobia(s). And it's a result of being too proud... or insecure... or afraid... or all three.
Any-who! The only way to overcome your depression is to ask for help. You'll feel stupid, ashamed, embarrassed, and angry, but that's the depression talking. Try not to listen to it. Talk to someone, anyone, be it online, over the phone, or in person. The more you talk about it, the less it controls you. But if you wait too long, it will grow, and it will hurt, and you'll end up like me, an agoraphobic, or worse: another statistic on the front page of tomorrow's paper.
And to anyone who still thinks that the depression is at the fault of the beholder, that's fine. Eventually we're all touched by it, and then you'll understand, and hopefully without regret.