Hey there. You should really talk to your friends about your depression. It can explain a lot, and you won't have to feel embarrassed or guilty about it from "hiding" it from them.
I've been in your same boat, where you can't really talk to your friends about your problem because you're ashamed.
This may SOUND like a bad idea that could backfire, but in my experience, the thing to do is to get on MSN or AIM with them and casually slip it into conversation. They'll probably ask about it and you can talk about it from there. It's incredibly relieving having the cat out of the bag, and it's only when there are no secrets left that they feel like real friends. To avoid it being awkward, see them (irl) as soon as possible after you've had the online conversation already. If you wait too long to see them, it'll be like coming out of hiding. Make sure that at the time you tell whichever friend about it that you'll be seeing all of them very shortly.
The reason it's best to come out on AIM sometimes is because you don't have to see their faces and that makes it a lot easier to express yourself. After they know and you've let it sit with you for a day or so that they know, and you're sort of forced to see them, the hardest part is done and you'll find that very quickly it isn't awkward anymore.
If your friends upset about how you are now because of your depressive/anxiety disorder, they'll probably understand a lot better if they know what's going on.
Besides for your freindship's sake, let it out for your own sake. People who are depressed, without a doubt, need a friend they can talk about it with. A friend who you can get stuff off your chest with, relate too, and learn to cope with. You might find that your problems don't seem so daunting once they've seen the light!
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