Some depression results from sustained, untreated anxiety. After a while, your system just won't sustain the on-going arousal, so it shuts down. The belief that you are helpless, worse yet hopeless in the face of life's demands plays a big role in most depressions. Most forms of depression can be managed by psychotherapy, medications, or a combination of these ingredients. The tape should in no way be considered a substitute for professional help.
Depression can be very dangerous.
You will be asked to stop the tape and make notes on your own thoughts, feelings and behaviors. Replacing maladaptive, negative self talk with constructive, deliberate, self instruction elevates your mood and puts you back in control. Those thoughts are fine, but they do not have the personal relevance and power of really well designed self talk.