I can relate a lot with how overwhelmed you must feel right now.  I've had bouts of depression off and on since puberty.  I had a wonderful therapist in high school who helped me recover to the point where I started college, earned a degree and landed a full-time job.  And then my dad died, my mom went all nutty on me, and, in the midst of a stressful job, the worst bout I've had before or since hit me after I had my son.  Nothing like the hormone imbalance of the post-partum period to trigger a massive relapse! 

Therapy scared me to no end.  I was convinced I was being spied on by my employer.  So, I didn't talk to my therapist about what was really going on.  I came here.  (Funny – I'm less protected here legally, but feel safer here emotionally.)

Anyway, I was so worried and anxious that I was "crazy" and would be "found out" and kicked-out (from my job, from my friends, from my marriage) that I gave myself a nice little anxiety-ridden break-down.

The first huge step I had to take on my path to recover was to *accept* that I have depression.  No excuses.  No blame.  I was born with depression.  That's not easy to do – it's counterintuitive.  Moods aren't something you're supposed to have no control over.  "They" say so.  ("They" being the proverbial people who give us the ideas of what "normal" is.)  I had decades of jokes and put-downs about being too sensitive, being a cry-baby, etc. that I was now trying to embrace and own.  Not to mention that I had an incident at my former employer that haunts me to this day which had a direct affect on my interpretation of my illness (before my recovery path, that is).  My dad had died and my poor boss was nice enough to offer to represent my mom and hanlde my dad's estate case FOR FREE.  But, after a week or so, I learned she'd already signed a retainer agreement with another attorney WITHOUT TELLING ANYONE.  My boss then had to tell my mom that he could no longer represent her because she'd already signed a retainer agreement with another attorney.  Mom called him later that night and left several crazy-ranty voice mails accusing him of discriminating against her because of her illness and that he has no right to terminate his representation because she is firing him, and then she finally yelled (yes, yelled) that I have the same problems she does so he'd better get rid of me too, etc.  My MOTHER said this to MY BOSS!  Haunts me still to this day – accepting that I have depression meant I had to come to terms with my "nutso" mother – who had since died, by the way, which was almost more of a blessing for me, really. 

Anyway, eventually I took that huge first step.  I accepted that some forms of depression (including mine) are medical conditions and they are a lot like diabetes in that you can be born with a chemical imbalance that makes you feel yucky, but you can take medication to make you feel better.  It's like I had to explain depression to a child – only I was the child.  I still have MAJOR issues with my mother but, ultimately, I've had to forgive her and accept that, as with any medical condition, if you don't get treatment (like my mother didn't), you will get sicker (as my mother did).

I hope you've found something in this LOOOONG response that makes you feel less alone.  If nothing else, I hope you've found an outlet in which you can express those feelings you don't feel comfortable expressing with friends/family.  Welcome to DT!