Are you upset your boyfriend's friend is having a baby and you're not? Or are you sad that she is pregnant? Your post was kind of confusing, sorry.
Regardless sometimes like you said talking to someone helps- and you dont have to see a shrink, maybe a friend or parent or teacher or school counselor can help talk to to you about why you are depressed.
Also you are very young if you are still in high school, I am guessing like 17 or 18...Try to join a school activity that will keep your mind off him and what is going on...Concentrate on college maybe or whatever you plan to do after high school...This may distract you.
Take care and hope you feel better soon.