Depression is an illness and needs to be acknowledged as such. It is not a reason to be ashamed. The reason so many people fail to seek help for their depression is that they are ashamed. Unfortunately, this is one of the feelings associated with depression anyway and makes the illness difficult to acknowledge.
If you are constantly feeling particularly low, well-meaning friends might tell you to snap out of it or even start to get irritated by your mood. Your depression will feed off this negativity and you start to wonder why you cant just snap out of it. You then start to feel that theres something wrong with you because it should be so easy and its just not right that you feel so bad all the time. Well, its not right and there is something wrong with you. You have a medical condition and you deserve treatment in the same way as any other patient. If you had a cold for six months would you ignore it and hope it would pass? No, you would dose yourself up with anything you could find and maybe see a doctor to find out if theres an underlying reason for it to last so long.
Depression is sadness that lasts too long. Everyone is sad at some point in their lives but...