People with depression sometimes gravitate toward drugs and alcohol because it helps relieve the depression temporarily. Many undiagnosed depression and bipolar sufferers become serious addicts because of trying to "self medicate" themselves. Of course, unlike real treatment, the effects are only temporary, the rebound effects make you feel worse overall, and of course you destroy the rest of your body in the process.

This is not a good road to start down on. Like SJ said... go find someone you trust and seek some real help with this. Healthy, productive help is available. Keep asking until someone gets on the path toward a good pdoc and therapist.