Sunshine definitely speak up if you don't feel the meds are working. I was diagnosed in 2007 too and I waited too long to say something about the meds. Finally in May of 2010 I spoke up and got a med change and this has really helped me a lot. I also started using a SAD lamp and that helped as well.
Sometimes when I get depressed I feel like it will never end and I can't "remember" ever feeling good/okay. This illness plays tricks on our minds and if the meds aren't working it makes it doubly hard. I hope you start feeling better soon.