It's not your fault, depression is an illness and anyone can suffer from it. I do think it can be treated, though, with therapy or self help, or sometimes even time (but mostly not), things can get better.

Try not to take your friends' words too personally, they obviously don't understand what depression is and how it feels and they're being quite harsh in saying it's your fault. I think you can change things but it's not your fault you are suffering. It could just as easily be them.