If it did take your husband ages to get into therapy, it may be that you blame all the problems of the marriage on his depression. I wouldn't want to have couples counseling if all we were going to talk about is my depression. It is essential to address problems on both sides of the relationship. Right now you CANNOT change the past and the previous effect the depression might have had. As to the case of the affair, I'm sorry. I think the therapist may want to work on the here and now to allow your husband to feel comfortable with the process, because if he's not then he will stop coming either physically or mentally or emotionally. Later you may move to some of the sticking points from the past but, and I hope you are not offended, you have been part of the problem as well as your husband and his depression.

dkwynn:
There isn't alot of evidence in your freudian idea that depression is anger turned inward. Generally it's hurt, sadness, despair, and who-knows-what is the case of bipolar type depressions. Yes sometime people lash out when they are hurt but it's not because of anger.