> How exactly to do that is the tricky part, though
A good start might be with the book "Learned Optimism" from Martin Seligman — http://www.amazon.com/Learned-Optimism-Change-Your-Mind/dp/0....
He argues that most depression is just severe learned helplessness caused by your own pessimistic inner explanations of why events happened. He makes a good case for it & suggests techniques to build better explanatory habits. I haven't finished the book yet but so far it's quite compelling.