To the OP, I don't think depression is widely accepted as an illness here - by which I mean, of course it's accepted to BE an illness, but when people hear "depression", they think "snap out of it" (as guitargirl03 said) or, worse, that you're "a freak" (not my words!).
It's actually extremely upsetting as one of my friends was depressed and when she mentioned it to another of my friends, the second friend got very strange, wouldn't talk to the depressed girl and confided in me that she thought so-and-so was "just attention-seeking". I was furious with her but unfortunately it didn't change her opinions, and in my experience depression, self-harm and associated disorders or problems still tend to be popularly stigmatised among the general public.
Having said that, among medical professionals depression is now taken very seriously by almost all of them, and so help can be found in a sensitive and (hopefully) healing environment. So at least the potential is there to make a full recovery - and given that around 10% of people will currently suffer depression in their lifetime, hopefully we are moving towards the point where it won't be something to hide away so much.
In the meantime, unfortunately, it seems to be just another of those things you're not supposed to mention.