As Mrs Flash says, making lists is a good step. Doing things right and thinking personally when things go right is the first step. However, if things go wrong, dont scauld yourself by saying it always happens to me. If you get annoyed, go out for a jog. When I was depressed last year, I didnt see one doctor (Maybe not the best way of doing it) but I battled it out by a network of good friends, burying myself in my work and jogging every evening, listening to screamy heavy thrash metal! Thinking about all the problems whilst jogging and pushing myself would lead me to get home and cry, but in a way that was great as it was two outputs.
I found that lists, no matter how small, helped.
I found doing something new, no matter whether it be going into a new shop, or saying hi to someone in the street helped. Mix it up.
thidly, jogging and crying. Maybe not all in that order.
Fourthly, catching up with old friends helps give a new perspective on things.
I have never had CBT, but it certainly has helped alot of people on here.
Most of all, you need to figure out whats put you in this. Whether its repression of something, losing your job or stuck in a rut, its important to figure out, and to keep thinking about it. It may make you iniatially lower to think about it, but it will also help you figure out how to get around it.