I had read about surat Ad Duha and it's impact on ones physical being during the time of depression. I also found this GREAT article, with excellent 10 Steps.

http://islamgreatreligion.wordpress.com/2009/03/09/10-tips-to-fight-depression/

An excerpt (with some mods):

3. Read Surah Ad Duha
According to one report, after the Prophet (SAW) had begun receiving revelation from Allah (SWT), at one point a long period of time passed with no such communication from Allah (SWT). As a result, the Makkans ridiculed the Prophet (SAW)and he became severely depressed. That’s when this chapter was revealed (Quran 93: 1-11). The chapter is a beautiful reminder to us to see life in the greater scheme of things, to be grateful for what we have and to never give up striving for what is right. This chapter of the Quran can be considered a direct recipe from Allah (SWT) for depression.