Being unemployed is both depressing and embarrassing. It happens to so many of us (including me). You are not alone. It is reasonable that your parents want you to continue to look for a job. Keep looking don't give up. Try to improve your skills and depression while you are searching. Therapy would be good but may be unafforable. Another option is reading and volunteering. Does your small town have a library? I suggest checking out self help books. Titles such as The Six Pillars of Self Esteem, How to Win Friends and Influence People, The Power of Now, Rich Dad Poor Dad, As a Man Thinketh, The Power of Positive Thinking, and What to Say When You Talk to Yourself. Also, don't forget to exercise, enjoy some sunshine and "stop to smell the roses"--it will help you with your depression. Since you are unemployed, you have more time--time is valuable--use it wisely and hopefully--you will recover and grow.