I've had depression off and on for a long time, too, and could get myself in a vicious cycle of negative thinking. Alcohol seemed like a good way to turn the volume down on those thoughts, but it really only made matters worse (and rendered my anti-depressants useless).
Do you have any kind of follow-up counseling or a doctor that can continue to treat your depression? It really is possible to turn things around and feel good about yourself again. I agree on the baby steps - you can't do it all at one time.
Hang in there!