If i suffer by nervous depression about few years already,what i should do?

I m very nervous and depressed and i get a crisis very easy and then hard leave me..I never been to doctor bec.somebody who follow the doctor treatment for years already,told me cos the treatment that he receive doesn t help him .Any another solution?.I think cos my situation become serious...sometimes i think cos i start to lose my mind.I know cos i should keep myself happy or to keep myself far from sad thinks but its not in my power.Very often i get the impression cos my friends talk bad about me and many paranoiac thinks that i can t control and after all the crises finish i feel very embarred in front of the people.I really need some help pls.!thank u!I chose the best answer!