(((Greg))) I"m sorry that this doctor gave you no hope. Is he a psychiatrist that only works with psychotropic medications, and not psychotherapy?
It's been shown that after 6 months of meds only or 6 months of psychotherapy only, the patient has progressed the same. Now that the drug manufacturers have disclosed that their meds only work for the severely depressed, my full bet is on psychotherapy!
CBT is really good for depression and countering the negative thinking, which feeds the negative feelings. Yes, there can be "real" reasons (as opposed to ?) for being depressed, but cognitive behavior therapy can help you begin to come up out of the darkness, and gain control of your life again.
There is a sticky post at the top of the Psychotherapy Forum regarding the 10 most common cognitive distortions, and how to begin to counter them. Depression is an illness that you can use plenty of support for though, so find another doctor, perhaps a psychologist this time.