Hi penguinsing,
I'm sorry you're feeling alone in this because it's certainly not uncommon. You're not going to be on your own in what you're going through.
Somethings like having a stress ball, using a rubber band on your wrist, finding distractions, finding activities...........can sometimes help a bit.
But you might want to check out these forums as well:
Self Injury - Forums at Psych Central
And
OCD and Trichotillomania - Forums at Psych Central
I'm not saying you have OCD or trichotillomania but some aspects e.g. the stress triggers and managing the picking/hairpulling may overlap a bit and you may get ideas and support there.
But the depression and stress itself...........is there anything causing or adding to that in your life, or any extra support you could get with that maybe??
But if you want to talk a bit more about it here..........maybe we could help a bit??

Alison