Be sure to take your prescribed medication regularly, even if it seems to have no effect at the start. It takes as long as 4 to 6 weeks for some medications to become effective. Since some antidepressants can make you drowsy, be cautious when using machinery or driving until you know how the drug affects you. Check with your doctor before taking any other drugs, either prescription or over-the counter.

Avoid alcohol and recreational drugs while taking an antidepressant. They may interact with it badly. 

Since it's hard to avoid stress, learn to control it with such techniques as deep breathing, relaxing muscles, meditation, or biofeedback. Try not to bottle-up your feelings; talk to your doctors, family, or friends and let them help you. You may also want to join a support group.

Encourage those close to you to talk to your doctor. He can give them tips on how to respond to the situation.