What Jennifer said is good. I'm just adding that I (and I'm assuming most people with depression) get this too. You're not alone in that.

There's also practices like CBT and ACT, in addition to DBT. People have different likes and successes with various techniques, so you might want to look into several of them (although there is also a fair amount of overlap). You can also search for "calming" or "coping" methods for frustration and other similar emotions.