Simple things to do: 

Pray to God: Depression is generally accompanied by fear. Read Hanuman Chalisa with its meaning once to relieve yourself of immediate depression Or read any other prayer that is your favorite. It always helps. 

Listen to Devotional Music: If you are not in a mood to read listen to your favorite devotional music. Listen to Hanuman Chalisa  

Visit a temple: If you can, go and visit the nearest temple. Spend some time and relax your mind. 

Share your emotions: One of the best way to relieve stress induced by suffering is to share your emotions with your close friends or relatives who can sympathize with you. 

Read Bhagavad Gita: Read slokas and meaning from Gita. Gita is very effective giving a message to an anguished soul. All questions that popup in a person who is suffering and depressed are answered by God in this book. 

A mood of depression is accompanied by questions like 

Why is it all happening to me?
What have I done to deserve this suffering?
Why is God punishing me?
How can I end this suffering?
How can I get more help? 

It is quite normal to get all these questions. 

Remember: 

You are not alone. Not everyone is happy all the time. Everyone has their own moments of happiness and suffering. If you try to talk about your problems you will see that everyone has their own share of problems. 
Life is a mix of happiness and suffering. When we are happy we don’t question: Why am I happy? Why has God given all the happiness? When we have accepted happiness without any such questions we should also accept suffering.

Reason and look for ways of overcoming the troubles. Seek counsel from elders or experts. Some of the problems cannot be overcome overnight and they need lot of preparation, patience. 

Face the Problems: It is in our control on how we tackle our problems: Only YOU, you can face the problems, whatever they may be and overcome them. God has given you the strength to overcome the problems. Trust yourself. Pray to God and take guidance and work towards removal of your problems. 

Time will heal. Most of the times we find that time heals the wounds. Our depression will be over sometime. Don’t continue to harp on the depression times. You have experienced it before and you know it. So never let any temporary depression trouble you for long. 

God knows best: Whatever is happening is for our own good. God knows what is best for us. Whether you believe in Karmic philosophy or not, know that every event that happens in our life is for our best. Count your blessings 

The above are a few random thoughts that popped up in my mind when I was stressed out during sometime last week and I thought I can share my thoughts on this aspect with all of you. Hope these words make some sense. 

Summary:

When moments of depression set in (which happens to everyone), it is necessary to tackle that so that we don't feel miserable. When we are unhappy and miserable, we tend to effect others around us. This can cause harm to others also. Make a list of things to do when you feel unhappy and keep them handy. Next time you feel unhappy use your list to reflect and come out of the mood as soon as possible. This will help you and others around you. 

Jai Sriram, Jai Hanuman

September 2001