Life's like a rollercoaster man, you can't go up unless you go down. You have to take the good with the bad, the very good with the very bad and so forth unless you want to live a steady life full of nothingness.
What do I do when I'm depressed? I listen to Depression by Give Up The Ghost, aka American Nightmare (although the Black Flag original is still good), and leave it on repeat and when I wake up in the morning I'm feeling a lot better cause then I know that I'm not the only one that has to go through depression.
Other depression songs to get it out of your system.
Give Up The Ghost (aka American nightmare) - You And Me
Spineshank - Violent Moodswings
Spineshank - The Height of Callousness
Spineshank - While My Guitar Gently Sweeps
Nine Inch Nails - Somewhat Damaged
The Suicide Machines - I Hate Everything
Defiance - I Hate everything
Dope - Everything Sucks
Go listen to the above songs and go lift some weights or punch something until your knuckles bleed, you'll almost never be depressed after that.
(Or better yet, go punch the person/people making you depressed, you'll feel a lot better =p)