I agree with Dalimyr. Just go and see a doctor about it. If you're finding it hard to cope with on your own, then you need to share this with someone else, who can help you to see clearly, maybe give you counselling or medication until things get sorted out.
But here's an idea: if you get depressed over little tiny things going wrong in your life, just remember that there are LOADS of people that feel the same, and don't let it get to the stage where you're depressed. Laugh things off, try harder next time, or just roll your eyes and think 'whatever!'. Because the chances are high that you'll have much better days, and what does one thing going wrong matter when you've got a life ahead of you to lead?