As a fairly-knowledgeable person with both diagnoses of major depressive disorder and dysthymia (chronic, low-grade depression), I would like to put in my two cents worth. In reading the posts, I can see that there is some confusion as to what the term "Depression" means and how it is treated. As eluded to, the term can refer to a disorder and/or an emotional response. They can overlap, which makes things confusing, but generally speaking, the disorder is diagnosed over a long period of time and involves judgements about the ability of the person to function in their daily life. On the other hand, the "feeling" of depression is generally a temporary response to a situation or event.
While both can be treated with medication, the latter is more likely to respond to talk therapy alone, whereas the former often requires medications (as it is the result of not enough seratonin being available in the brain for synapses to occur). Often, there is a genetic component to the disorder (this includes histories of anxiety and other mental illnesses).
Medications fall into different categories, depending on which neurotransmitters they affect. Those mentioned above are primarily SSRIs, and are among the newer (but not necessarily the newest).
It generally takes six weeks to notice a change from meds, and most often, several have to be tried before the "right" one is found. In people with no organic cause for depression, there will be no change in mood from taking the drugs. And, contrary to popular belief, these aren't "happy pills", as they have subtle effects on those they help.
Talk therapy with a psychiatrist (medical doctor) is generally expected in conjunction with meds. Psychologists (Degreed, but not medical doctors, cannot prescribe meds). Counselors are anyone who calls themselves that (always check qualifications!!!).
I know I have rambled and lectured here, but I hope that my information has helped someone understand depression more clearly. There is so much information out there, just make sure what you are reading is medically-sound.
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stigma to seeing a psychologist but some people need that impartial person that they can open up to and not feel judged. I've went to first time appointments with alot of clients and found it was helpful to them as sometimes they don't see some of the things that they do and they like to have the help of someone to guide them through that first meeting. Maybe you could ask to attend the first session with her. 
