What's wrong with you? Frankly it's not that unusual, other people experience the same thing. But the thing with experiences is that it is by it's very nature temporary, you just forget that other things go on when you're focused on it. You also have a choice about what you identify with as yourself. When there is some experience that causes dissatisfaction of some type and you are having that experience, there is a tendancy to think "oh, that's me." Well, when it comes to relationships it is most definitely not just you - after all what are you relating to? You need another person there for there to be a relationship right? I'm kind of talking about the nuts and bolts of it right now rather than something that makes you feel good, but as you can see the facts point to circumstances that are greater or more inclusive than yourself.
I dont agree with therapy - I had it when I had my breakdown and all it did was make me feel like I was going nuts!
Here again the problem is focusing on one thing. Therapy or anything else for that matter can't "make" you feel better or worse, any therapist will most likely ask you to do some work yourself. Whether you seek therapy or not, nobody else can do your own work for you. To solve any kind of problem, you first have to see what the problem is. It may not be pretty, but if you never look at it how can you possibly start working on it to change things? Even if you find things that make you feel better, that also is just a temporary experience. If you want a more permanent solution you're just going to have to start doing some self examination, frankly there is no other way. Remember though that it is just an experience you are having, rather than your "self." What is it that enables you to look at all that has happend and post a message describing it? The same thing that allows you to do that makes it possible for you to experience these thoughts and feelings without it getting to "you." This isn't just some idea that I have, everybody has this ability, even if they don't use it to such an extent. In fact, what usually happens is that people have brief moments of lucidity, but rather than recognizing the power behind being awake in this way, they react to the content because they focus on the bad stuff and then go right back to their usual hypnotic state. Now, of course it is nice if you can go really deep and "know yourself", but perhaps what is more useful is to maintain that attention or atleast have it surface more consistently, rather than stumbling into it accidentally here and there. Even if you're half asleep, if you are aware of that most of the time you'll be better than you were before.
The thing is to see that these feelings are temporary you have to maintain that awareness through time - if you're only aware when you're feeling the pain (and only the fact that there is pain) obviously it's going to seem like it's there all the time. But if you really pay attention, then you'll see that sometimes it isn't there, and unless you disappear then logically that means it isn't you, because you're always there but the pain and the problems aren't always there. By seeing that it's temporary you'll start breaking the chronic cycle of depression, because if you realize this, even if you do feel depressed you know that it is temporary. This takes the edge off of it and you don't feel like you ARE the depression, but rather it's just something you are experiencing at the moment. This would be the first step that provides some relief, you can then begin to see the problem itself and work on it.