Major Depression Lost A Friend

I am new here and don't really know if this question if for this site. I met this woman when I was working on a boat because she just got employed. She just moved here from Maryland and we were really cool in the beginning talking and hanging out. I felt differently about her and she did know but we were at a undertanding so everything was still cool. Soon she begins acting weird when we would IM it's like she wanted to start a arguement all the time. But I wouldn't argue back. She ended up quit wanting to hangout and only talked every so often. Then I was blind-sided with a message calling me all kinds of names and saying we were never going to talk or hangout again. She said it wasn't me at all but we all know what that means. And then she said I would always be her friend, she has said that before but this time it felt like it was a way to let me down. How are you going to be someone's friend and not have anything to do with them ever. So now I'm deleted from all of her contacts the only thing she has not done is block me yet. Now that I've said that for two months now I have been in a state of depression nearly all the time. And when I'm not I'm in something I call Surpressed Depression where I still feel THAT feeling in my gut and chest and I can't get it out of my mind. Everyone keeps telling me leave her alone she's no good but she's one of the nicest people I met. And it's just not that easy for me. I have a few set of friends to be more specific about three and I like to keep them close. My mind is telling me what I need to do but my heart feels like it don't want to give up hope and is giving up at the same time. I'm keeping myself in my own prison. All the talk about get out with your friends and people you care about isn't working and if it does it's only for about 3 or 4 hours. Is their anything I can do to get past this cause I'm just getting tired of feeling like this. I don't go clubbing or nothing like that I'm really laid back so that won't work. The biggest problem is I still don't know why. So please answer what can I do?