Oh yeah, I know exactly how that goes. I tired talking to family members and friends too, but in some ways they just can't understand the depths of how you feel. I would usually end up feeling frustrated at best. I still try to talk to keep them posted, and they try their best. Talking to a therapist has helped me the most. I'm not sure anyone can really understand unless they have experienced it., which is why I like this site. It helps to know there are other people who feel the same way. Did you read the thread about the worst thing to say to people who are depressed? It actually made me laugh for the first time in a long time.
Take care of yourself.