If you think you are entering a depressive state, seek help. It can't help you if you don't swallow it. Attend your psychotherapy. One of the biggest reasons that therapy doesn't work is because people don't show up for their sessions. Find a sympathetic ear.
Research shows over and over that talking helps, and that having relationships with others helps.
Join a support group . Tell your doctor if you're experiencing side effects or any other medical problems. Tell someone you trust if you're feeling suicidal and get medical help. Be as active as possible. If you can't concentrate, do something mindless like cleaning your house.