I was surfing the net and I found this article:

"EPA in Omega-3 May Benefit People with Depression - April 8, 2008

A recent study published in the Australian and New Zealand Journal of Psychiatry found that supplementation with the Omega-3 fatty acid EPA (eicosapentaenoic acid) can reduce symptoms of depression. Symptoms of depression were cut by as much as 50 percent in a test group after supplementing their diet with one gram of EPA for two months. This is a similar effect caused by the prescription drug fluoxetine, which can also reduce symptoms of depression by 50 percent. A test group that was given both EPA and fluoxetine had their symptoms of depression cut by 81 percent.

The study, however, was conducted with a small sample group, which could negatively impact the scientific validity of its findings. Also, no placebo group was used for a basis of comparison; and while DHA was not considered in this study, it remains the most prevalent fat found in brain and nerve tissue. Despite these shortcomings, the promise of Omega-3 supplementation and maintaining brain health is encouraging, and will hopefully receive more attention from researchers and consumers alike."

But pretty useful stuff, if you ask me.