Have you tried just talking about it? Seeing how you feel after you get it off your chest might give you an idea of the next step...

Something that really helps me when I'm feeling down is listening to music. It kind of takes you away from real life and lets you focus on other things.

Either talk about it to somebody, or just do something to get it out of your head. Often if either I don't feel like talking about it or it's just not convinient, I'll open up a word document on my computer and type every word that comes into my head, like a conversation with myself, and I type it so it's there on my computer and not bouncing around in my head. After about an hour of this I have about a page and a half of thought process, I may have even solved a problem in the process, and in any case I feel refreshed and happy after this.

Talk to someone whom you can really trust and will understand what you are going through right now. Sometimes... all you need is someone to listen to all your woes and someone to make you feel that you are not alone.

I agree with sharkie, writing stuff down really helps, at least for me. I would also write down every possible positive thing you can think of about the situation and assure yourself that everything will be okay. Honestly, it does help.

And make sure you surround yourself with your friends and people that love you, get out often, do things that you love, etc. The more time you spend by yourself with nothing to do, the more your mind will wander and you'll start feeling depressed again.

my fav way to get rid of it temporarily is to do something w/ friends

Okay, normally I give an essay full of advice as to what you should do, but I'm just gonna be plain and simple for once. Whenever I'm depressed, this will never, ever fail to cheer me up - what Lee Evans, the new O2 one. Or any of your favourite comedians for that matter. I know it's random, but trust me - never fails.