Having depression and feeling like this isn't something shameful. For many of us, depression is an actual illness that you simply can't 'fix' alone. Doing things like talking on here is a good first step. Going to a counselor or a therapist, or even telling your regular family doctor could also be a step. There is no shame in doing this.
When I was really struggling, some of the people around me would tell me to 'Just deal with it', like Depression is something you can turn on and off on a whim. It isn't. We all have problems and we all feel sad, but if you're feeling consumed by this sadness--it can feel really hard to reach out for help.
Please keep talking on here, and do think perhaps about reaching out to someone even if it isn't someone who wants you to get counseling. Also, I agree with the post that Awannabe posted. Finding something to do, having a goal, filling your life with things--even if you sometimes have to force yourself to do them--is a very good way to help you cope. And again, I also agree that this isn't whining at all.