To answer the question you ask in your thread title, ''What do you do when you want to kill yourself?'',

When I have an overload of psychic pain and mostly feelings of 'I am so bad' that is when I think to end it all. Journaling helps me vent. Or I call a friend. I'd make an appt. to a therapist. ''I am in so much pain, I feel like ending it all''; that's probably what I'd say to my t at the first session.
If I wanted immediate relief I'd probably come on here and post. I've gotten a lot of support here in the past and I know I can count on the wonderful posters here anytime I need to!