man, advice/therapy/people telling you to get off your arse is so difficult. i mean rationally, one understands what they're all saying and you think - hell, i'd love to be "fitter, happier, more productive..." but translating that into something that 'fits' with your own brain/subconscious/whatever is quite different.
for me, other people's wisdom is helpful, but it sometimes takes time to really assimilate it and then kind of compile your own stance from a combination of all the stuff people shout at you and 'what's in your heart' (sorry about using probably the tritest of all cliches ever developed but it gets the idea right).
as everyone says, i find you have to be able to accept taking little steps. my top 'little step' is exercise - running outside, swimming in the sea, going for a cycle, whatever. getting your heart rate up somehow changes things, even if only for 20 minutes and then you go back to feeling rubbish. all those endorphins beat any SSRI antidepressants (although they have their place too....) and gym's are fine too, but they're full of other self-conscious people and all that nervous energy just gets hectic!
but it's very easy to feel 'well i'm ill, and i want to be better, and i will be some time in the future, but doing something tiny like this is not going to make a difference', and i do all the time, but that just means i stagnate a little more. for everything 'well' people irritatingly say about just getting out and about and having a laugh with your mates, it does help.
accepting the fact that one has whatever 'condition' (sorry to be clinical) for a while (depression doesn't have to be chronic - in time you can change your situation) really helps. when your lying in bed feeling awful maybe try to say 'yeah, that's just my depression, fine'. then one doesn't feel the added pain of 'oh no, i'm depressed, and that's bad' on top of your actual depression.
woah, that was an ENORMOUS post but i've been dealing with similar stuff myself for a while now and i feel like i want to help!!!