The problem with the no reason to worry argument is that it is not my logical brain that worries - it's the lower emotional parts of my brain, which is sadly not going to be persuaded by logic.
The problem is not having a negative emotional thought, but obsessing over it and letting it overpower the other thoughts you have.
Most of the time the negative thoughts are just imaginations, histories that our mind creates and makes real. For example; it's late at night, your daughter or girlfriend hasn't returned home yet and their phone is off. You start to imagine the worst scenarios (accident, rape, cheating, whatever..) and your mind is stupid enough that it starts to believe them and making those scenarios real. You start to get worried, then anxious, then angry at them for not thinking of you and how worried you are. Maybe you are really angry when they get home and scream at them just to discover that they have been somewhere safe all night and just ran out of battery.
Being able to realize that those scenarios are just creations of your mind and snapping out of the obsessive loop of thoughts it's one of the most important things you can learn in life.
henryw's summary is good, but it misses that point: an important part of the article is developing the mind over time. The same way one gradually learns a skill like programming, one can learn to develop some of the things mentioned in the article. (I only wish I would have read such an article 10 years ago and gotten that point.)
Great. I'd like to add that even the person/individual or "I" is a creation of the mind, that upon observation melts away. This in my experience has been the single most important "event" in "my" life (the "my" itself not having any tangible meaning).
The key: mindfulness, or coming back to the present moment over and over again till silence becomes natural.
I'm hoping that a combination of anti-depressants and learning to live in moment will be what allows me to finally beat this.
Edit: Thanks for the reading suggestions, I'll try them out and see what sticks :)
He is my favorite author when it comes to meditation because he focus on mindfulness and not Buddhism or more "spiritual" things as most meditation books do. He also has tapes for guided meditation that are a good way to start meditating everyday.
Having been there wrt depression, part of being with the moment is to not let habit take hold. This book is the clearest I've seen on seeing habits and letting go of them.
Go through Eckhart Tolle and Mooji (on youtube). "Power of Now" is good. Start this moment.
I've recently restarted on anti-depressants. I was on them previously and didn't realise they were helping because the effect was quite passive, I came off them suddenly when I moved house and the next few months went... badly. Luckily I don't suffer any bad side-effects from the one I'm on, so I don't have a problem with trying it long-term.
I'm interested in mindfullness and CBT because I want more constructive thought patterns to allow me to stop it getting so bad again in the future.
Will take a look at those videos.
Anyway, that's your call. Getting out of depression is the most important thing first. Keep practicing being in the present moment, and staying alert and thought-free as much as possible alongside.
Whether you use the language of Buddhism (meditation and awareness), folk psychology, or modern psychological (cognitive therapy), you will be using a practice that has not only deep traditional roots but also modern scientific evidence of effectiveness.