jazzy - I think one of the biggest steps to overcoming any mental illness is the DESIRE to do so. You can congratulate yourself for having that! That shows strength, it shows you're not content on giving in to this depression, letting this be your life. You want more, and I think that's a great quality to have!
Of course it takes a lot of effort, and time, to overcome depression. You've decided you do want to be better, and are going to actively try to help yourself, and that's to be admired, but it involves changing your thoughts and behaviour, and some of those thoughts and behaviours have probably been with you a long time, so of course it's not easy to break away from. The important thing is that you're willing to try.

Sure this week you have felt worse, but you have TRIED to help yourself, I think that's the single most important thing a person with depression can do. You need support and guidance, too, and so if you have a therapist that's probably a good thing, and I think posting here can help too. It helps me to know so many people are going through the same things and that I'm not weird or anything.

Maybe in the next few days you could think up a goal, or something. Maybe it was a case of trying too many new things all at once, maybe it's a case of just being overwhelmed. I find cutting things down into smaller pieces helps. My therapist likes to say that you shouldn't attempt to climb a mountain, just try a hill, and then another hill etc. I sometimes think being recovered means, for example, getting a job, so I start thinking of ALL the things I need to do to be able to work, and I'm just not at the point of being ABLE to do all those things yet. So if I take a step back and say "I have anxiety, so if I try to go for a walk a few times a week, then I will get more used to leaving the house", instead of thinking "ok, I will leave the house, and then I'll join a support group, and then I'll volunteer outdoors, and then I'll do a qualification, and then I'll get a job". All of that is too overwhelming and I will end up not even trying one little thing because it all feels like 'too much'. If I make my goals smaller then I CAN achieve them, so I don't feel bad when I set myself a goal which, right now, is just not achievable, and then feel bad about myself for not being able to do it.
I hope that makes sense.

Good luck, keep trying, you're doing the right thing but remember it does take time. x