Have you read the Psybersquare material on depression. Vigorous exercise will help reduce depression symptoms. Please get a thorough medical check up including a gynecological check up, because sometimes depression symptoms can be related to other medical problems. Please keep us informed of how you're doing. I believe that counselling would help, but I live in a country where the stigma that surrounds professional help is very negative.
Some people find herbal treatments for depression very helpful.
St. John's Wort is the most popular. Others report success with SAMe, Kava Kava, and there are combinations of the above herbs available as well. There are online groups for depression support. Self-help articles are useful as well. Have you read the Psybersquare material on depression.