Don't be afraid to see your GP if you think that you are depressed. Your GP may refer you to appropriate help or may offer medication in the form of antidepressants. Medication does not necessarily take away the cause of the depression, but may give you enough of a lift to take action to deal with the depression yourself as suggested above. If you learn to recognise your own particular set of symptoms which tell you you're depressed, and acquaint yourself with the coping mechanisms for trying to deal with them, you can often learn how to manage your depression. It is very important not to think you are weak or inadequate because you are depressed, but to marshal your resources for finding a way out of your depression.
Many people find it helpful to read and learn more about the management of depression.
There is a wealth of literature on the subject available from most large booktores. Below are a few titles you may find helpful. This is, or will be, the seminal work on the subject. A very human and readable explanation of depression and ways to deal with it. A very short and easily read book that helps to challenge depressive thinking.