If you are very scared and need someone to talk to right away, there are hotlines out there that can help you.
Here is a self injury hotline:
1-800-DONT CUT (1-800-366-8288)
Here is a depression and suicide hotline:
1-800-SUICIDE (1-800-784-2433)
These people are great at helping you work out your problems and start to find ways to help yourself if nobody else is available (in person, or nobody is online at the time).
I would love to help you if possible as well. What is giving you the urge to cut? Why have you been depressed? If you can get to the root of the problem and start to work through it you will feel really accomplished and the urge to cut should slightly go down.
Until then, there are many other healthier things you can do instead of cut yourself. For example, try using a rubberband on your wrist and snapping it every time you get the urge to cut. That way you get the pain, but its much less severe on your body and slightly better.