Hi megan,
start with your doctor. There are many good medications out there that can help you with both depression and social anxiety. I used to be so embarassed to ask a doctor for an anti-depressant, but not anymore. It's my body, I pay the doctor to help me, so help me. They have to keep your medical history confidential so don't worry there.
I know how you feel - I can be a lion on the outside if I want to be, but actually i'm just a little kitten inside. :) you can do it.
Carol