Limewave, acupuncture can help. I will second what everyone here has said about counselling. It's good to ask around and while I'm sure doesn't work well for everyone, rapid eye movement desensitization helped me a great deal.
This seems to be a pretty well balanced view on EMDR.
http://skepdic.com/emdr.html
You can see from the infromation presented that the psychological problem (be it depression or anxiety) is caused by a traumatic event that needs to be reprocessed. If there is not traumatic event and your problem is chemical, it's not likely to help.
I hope you find some things that work for you.
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