It takes a great deal of empathy and patience in order to cope with being around someone who is depressed.
A celebrity (for the life of me I can't remember who) had the best ever description of depression: when you're depressed, the cure could be sitting on a table two feet away and you simply cannot will yourself up in order to go get it.
For someone who has never dealt with depression, that may be next to impossible to comprehend. But that kind of complete hopelessness and lack of motivation is very real and very debilitating.
Regularly taking the appropriate medication is key to being able to have any semblance of a normal life, however finding the right medication is often a difficult, time consuming ordeal.
You're often a guinea pig in this situation.
You have to take a prescription for several weeks to a month or more in order to determine whether or not it's going to work for you, and if it doesn't you're back to square one. Rinse and repeat.
You can see why someone who is suffering from this disorder can easily and quickly become even more hopeless and frustrated than they already are, and even sometimes just give up.
Professional counseling is not only a must for the depressed individual, but also strongly suggested for the family member(s) closley involved with the individual.