When depression goes wrong, all three components are to blame:

1. Outside causes: During the current recession, 60 percent of people who lost their job say it made them anxious or depressed. The number is much higher among workers who have been laid off for more than a year. Outside events can make you depressed. We all know that. If you subject yourself to enough stress over a long period of time, depression is much more likely—this includes a boring job, a sour relationship, long stretches of loneliness and social isolation and chronic disease.

2. The depressed response: An outside event cannot make you depressed unless you respond in a certain way. People who are depressed learned long ago to have the following responses when something goes wrong:

It's my fault.

I'm not good enough.

Nothing will work out.

I knew things would go wrong.

I can't do anything about it.

It was just a matter of time.

When a child has this response because something goes wrong, it can make sense. Small children have little control over their lives; they are weak and vulnerable. An unloving parent can create any of these responses, and so can a disastrous family event like a death.

But if you have these responses when you are grown up, the past is undermining the present.

3. The habit of being depressed: Once you start having a depressed response, it reinforces the next response. Did your first boyfriend dump you? Then it's natural to fear that the second one might, also. For some people this fear is minor, but for others it looms large. They keep having depressed responses, and after a while these turn into a habit.

Once it turns into a habit, depressed people no longer need an outside trigger. They are depressed about being depressed. A gray film coats everything; optimism is impossible. This defeated state tells us that the brain has formed fixed pathways. A small incident like a flat tire or a bounced check leaves no room for deciding, "Is this going to bother me or not?" Instead, the depressed response is already wired in. Depressed people can even feel sad about good events (they are always waiting for the other shoe to drop) because they are trapped in the habit of depression at the brain level.

How to avoid getting depressed