Depressed, Doctor Wont Help

Hi,
i've been depressed probably for the past 3 years or so, but didnt realise until recently. I went to the doctors a few months ago but was told that she didnt want to put me on any pills and I was to go back in a months time if things didnt improve- she gave me nothing that would help me improve so I dont really know what I was expected to do. She said if I go back and things havent improved then I could try talking to someone. Now, i'm a very shy person and don't want to go talk to anybody, mainly because I cant think of a reason as to why I am depressed, so I wouldnt know what to say.

Basically, what over-the-counter products could I try? I've heard of st johns wort but that costs £10 which I really cant afford if it doesnt work. Please help. I'm 19 and don't feel like it. Some day's I feel like a 12 year old, other days a 52 year old. I dont have a life.