A person with depression usually finds it hard to ask for help or to even acknowledge that they are indeed suffering from such an illness. Depression is a universal condition, suffered by anyone and at some stage usually by everyone (to varying degrees). Some people can manage to deal with it and it passes quickly and without needing further treatment, others however are not so lucky.
Step2
If you (or a friend that you know) appears to be suffering from depression then the first step is to acknowledge that there is a problem. Go to a doctor and explain what is happening. It may be that you/your friend needs a little help either in the form of medication, counselling or just some relaxation/down time from the rigours of life.
Step3
This article cannot fully answer how to deal with depression but aids and acknowledges that it is a relevant condition suffered by a wide and vast range of people (even the most in control individual who seems to have it all sorted may be feeling depressed). Basically, it may be the case that you need to relax and if this is the case then take the time and treat yourself to something that makes you happy (go for a long calming walk, read a book you have been putting off due to too many other things in life etc) if it is not the case then talk to a close friend or if that isn't an option or you don't feel comfortable then please see your doctor. Its hard, there is no denying it, but if you make that first step then its a start to seeing things in a whole new, happier, light.
Tips & Warnings
Keep active (do things you find relaxing)
Speak with a friend or a close family member, it helps to share the troubles and even helps you to see what you may need to do etc
See your doctor or counsellor (that's what they are there for, they are not there to judge you, they are there to help)
Don't avoid a doctor because you are to ashamed, embarrassed etc, it takes a strong person to admit that they need help
There is nothing wrong with suffering depression, what is wrong is not seeking help or letting yourself suffer.