This is going to sound silly, but have you tried bodybuilding? Not just running or hitting the gym once a week, but actually weight lifting? It works for me every time, and I think here's why:

- it releases endorphins - making you feel real happy just after the workout

- it increases your testosterone - making you more likely to do those "manly" things like approach a woman, or do something you've been previously afraid of.

- it makes you loose weight - making you more attractive to the opposite sex, which boosts your self esteem

- you'll see progress: depression is all about breaking with bad habits and progressing in something. as soon as you'll see progress - it will be easier to keep going, as you'll visualise the reward.

- you'll make new friends: I've made more friends in the gym than anywhere else I think

- you'll get the girls: sooner or later, once that muscle shows up, you'll get laid, and women will want to date you. The only better route to that is making a million bucks quick, but you're not mentally ready for that, so lay off the PC, go lift some weights until you're exhausted, sleep, and lift some more. Repeat until depression is gone.

PS Don't break anything. Get a proper book (I suggest Arnold's Bodybuilding Encyclopedia) and follow the rules.