I've not had the unfortune of losing a close family member Baretta, I can only imagine how you feel. I had a little dog called Benji, who had to be put to sleep because of a rare allergic reaction to flea bites. I have to say, that messed me up for a while.
I think the most depressed I ever felt was when I was at college. I was totally in love with a girl in my class for a while. I eventually plucked up the courage to ask her out but it was the old 'I like you as a friend' story. My friends from college and I used to hang at her place most nights and I swear she went through every one of my friends like a hot knife through butter and I still hung around because of my feelings. I eventually got the hell away from her because I realised what kind of person she was but it took me a long, long time to get over her and sort my head out.
On a happy note, I met a fantastic girl and its been a great 2 and a half years so far so just beleive that everything works out