Hi D,
Welcome. I empathize with all of what you said. I have been in a depressed state for quite some time, and at times get anxious about my future because of what has broken me down physically.
I will spare you the details and suspect that if you really want to know you might check out some of my post replies or topics I have started you will look for them and read them. I have only started 2 topics and although I have been here since the end of January to mid February 2009, I think this program has helped me a great deal.
I can tell you that I have gone through several positive changes that have really helped me. It really is a process that you go through. But you have to understand, that it is you working the program and building yourself up through you studies of the program and yourself, that makes it work. I hope you find this encouraging.
I guess the best way, I can think of it, and this has just actually dawned on me, picture yourself as an NFL team. Your ultimate goal is to win the super bowl. Well how do you get to the championship game? By studying and training for each weeks game opponent.
The training requires a pre-season mini camp. That's your intro and coaching DVD to the program. Once the season begins in earnest, you have to study. Each week you have a new opponent, your new study session, that requires you to study your opponents (panic, anxiety and depression and the multiple disorders that are associated with these main opponents) habits and tendencies. After each game, (each week's session) an assessment is done on the status of your players physical and mental condition to undergo the training regimen for the next weeks opponent. This program is quite the same.
When you are bruised from the prior week's session/game, you have help from trainers (the people that are here) to help get you through the next week's training session and game and then it's out come.
Notice that during the NFL season, seldom does any team win every game, and it is not always the team with the greatest number of wins that wins the ultimate contest (recovery). During this process you will have set backs. That's why NFL teams study training films of their own play as well as their opponents. They study what they did wrong during the game, so that they can make adjustments to learn from those mistakes, and through those adjustments, find the keys to make themselves better players (that's what journaling is about).
However, if you do not go through the training seasons each week, at a time, journal tendencies and achievements, or get support when you need it, you will definitely suffer setbacks.
When the NFL teams have similar breakdowns or set backs, they can slip off their usual training regimen and slip into a losing streak, that requires much more extensive training and or physical/mental conditioning to snap them out of the losing streak to get back on a winning track.
No NFL team, excluding the Packers, as they one the first 2 Super Bowls, ever won the Super Bowl, in their first season. Many teams have gone to the final game and never won the Super Bowl (Minnesota Vikings). Some times, like the case of Dallas, they went to the Super Bowl several times but did not win every time.
What did they do when they don't win? They go back to the drawing board to see what they need to do to win it all. That is what you must do in life. You don't chuck it all, you bounce back and comeback stronger to achieve your goals.
Picture your ultimate achievement, your recovery, as the Super Bowl Champion! What next? I am going to Disney World
That's it. Study and learn from your past defeats, but do not linger in past, especially since you can not change the past. All you can do is learn from past errors, and strive, as best you can, to avoid the errors of the past. When you do that. That is when the past struggles and defeats make you stronger.
As you go through the sessions and the journaling you will discover what has really been holding you back in the past an unable to move forward. That is what is the cause of your depression.
When you are in paralysis about moving forward because you are projecting a negative outcome, you can't move forward. That is what churns up anxiety and panic. You will learn how to float through those times and make it to the next play as NFL teams do from play to play.
NFL teams have to make real time game adjustments and so will you. No, every play is not going to lead to a touch down, most off tackle runs ever do, but those are plays designed to wear down the opponent and hopefully lead to a game breaker play.
That means that some of the sessions will seem boring or like drudgery, but it is the end result of the overall scheme, that leads to a touch down, that then helps you to win that game or get through that session. "Eyes on the prize."
You will learn just where you set yourself up for failure. I can see many just on your first post, and you will too, once you practice and work the program.
I hope this exercise has helped you to see the overall prospective through these analogies. I hope it was good for you. I know it was good for me.

We ought to meet again to see if things work out.
BTW, you will learn to make this a habit. In you message window, right click, select all and then right click select copy before you click post now. If you don't it will lead only to frustration.
Stick to both, the program and your prayer life, and God's unfailing hand will help to carry you through all of it.