Alright, let me start off by telling you one thing: you are not alone. It's not possible to be completely alone. Human beings are social creatures, as well as dedicated parents. I don't know about your home situation, but if you have a parent they actually can help you. Depression not only has genetic markers but learned, imitable behaviors that can make you depressed. If possible, talk to your parent of the opposite gender. Freud is famous for a reason, and some bonding with your parents can only do you good.
Second: If you really are cutting yourself, get help from a licensed psychiatrist. Not a psychotherapist, but a psychiatrist. The best way to go about it is to get a referral from your primary care provider to see a good one, which will allow most insurances to cover some or all of the cost. A psychiatrist has the training and knowledge to diagnose and treat mental illness. He can determine whether you are experiencing a depressive disorder, a personality disorder, or just a "blue" period.
Third: Whatever your faith, if you have one, let it help you. A good religion will always support those who need it, but church leaders, priests, or whatever your religion has are not psychic. Your peers in church, even if they don't know you, can help.
Fourth and last, the most important thing that helped me: Are you allowing other people to become your friend? If you're brooding, if you're upset all the time, if you have your own personal raincloud, it makes you unapproachable. This makes it to where you become depressed, which makes you unapproachable, etc. The cycle is a pain to break, but if you do break it, it's like a massive weight just vanishes.