You should go see a doctor, as they can prescribe you proper anti-depressants which will help you far more.
If you feel depressed, or sad, talk to your doctor. Get an appointment with your HMO/GP/primary care physician and then go see them. Talk to them about how you feel and they'll advise you on what to do. They may put you on anti-depressents, they may just refer you to a counsellor, but taking random pills is definitely not the solution.
And it does absolutely nothing for depression.