anoniboy, it can really help to tell the doctor how you are feeling. sure it's scary, but there are all kinds of people out there who want to help you not be so depressed. i don't konw where you live, but most places prefer outpatient treatment. in ireland we have "day hospitals" where you get the intensive supports of a hospital, like group therapy, psych, meds, but you go home in between appointments.
there is no shame in feeling sad, depressed and suicidal. a good doctor knows this and will help you by referring you to some mental health supports. not everyone is hospitalized, so don't let that stop you from getting help, ok?