Well JK Rowling's dementors the embodiment of depression. Churchill called it the Black dog. Don't take it personally - it isn't you and it is a complex medical problem that friendship alone cannot solve. However do be aware that depressives often isolate themselves so try and hang in there. One practical thing is to encourage physical activity as it releases endorphins which are natural mood lifters. And encourage them to get help.
http://www.befrienders.org/index.asp
Sorry if this is melodramatic but I know more young people who have died as a consequence of depression than from any other illness or accidents...