Hi WobblyWombat,
I think you did a good thing helping that pigeon. Not a lot of people would have bothered so you should be proud of yourself for going out of your way to help an injured creature. You did everything you could so keep that in mind if the pigeon doesn't survive. I really hope it does though.
Also I'm from the UK and am familiar with the concept of 'the Black Dog'. Apparently Winston Churchill (UK prime minister during WW2) popularised the expression by comparing his depression to a black dog. I read a book about it, which may help explain the analogy for those who haven't heard of it before.
http://www.amazon.co.uk/Had-Black-Do.../dp/1845295897
*Willow*