I told my counsellor once that I was afraid of a relapse of depression, and she said that nobody can guarantee it won't happen. The difference is, if it does, the second time around you're prepared. All the support systems are already in place, and you have a better idea of what to expect. Try to keep track of how you're feeling and report it to your doctor. If you're on medication, it could simply be that you need an adjustment, which has been the case for me in the past. And, most of all, remember: YOU KNOW IT'S NOT PERMANENT. The depression has lifted once. If it hits again, it can lift again. I tell myself that all the time, and it helps alleviate some of those fears.
When I feel my mood start to dip, the best thing for me is to take a step back. My depression is largely triggered by stress, so I force myself to slow down, take a break, even if I think I can't afford it. I'd rather lose a day or two to handling it, than a week or even a month to my depression. I try to find things to do that'll help release some of the stress, anxiety or sadness that I'm feeling. For me, it helps to write it all down, just go and go until it feels like my head has been emptied and I have no words left. Reading and tv help too, something light and preferably comical. Mostly what I've found is that being good to yourself, taking a bath, exercising, having a favourite food, going for a walk or taking a drive goes a long way towards alleviating depression.