I think DancingAlone posted a really excellent link. I am fairly certain that the key to diagnosing depression is the length of those symptoms; if your sadness persists for at least two weeks, along with other symptoms, then it's not "normal" sadness. Still, it could be situational depression, meaning that with the help of therapy and possibly medication, you won't feel that way for more than six months or so. I'm no psychologist, though.

My mom was the one to suggest seeing a therapist; I didn't realize that I was depressed until she pointed it out. I was feeling sad, worthless, and not attending school. Being extremely sad because a friend/family member died or you lost a job is "normal," but it could still put you into a depression. Being sad or numb unceasingly--at times, for no obvious reason--likely means that you are depressed, as well.

Best of luck to you, radio flyer! I hope you sort everything out soon!