That's easier said than done.

I'd rather do something to change it.
But what I know of depressed people is that they often lack motivation even if they want to. That is how the chemical imbalance seems to take them down.

Do something, but sometimes the depression kills my motivation. It's an uphill battle some days.

The latter, naturally. I've proven to be very good at doing both simultaneously over the years.

Do something to change it

Its hard to do something when you feel powerless and like every action is hopeless/meaningless. But sure I'd like to change!

Always do something to change it, or at least attempt to.

Do something to manage it, at least. Something that doesn't cause other problems.