you've heard of people who think sexuality is changeable, well get a load of people who think depression is a CHOICE. what on earth are these people on, god.
It is your choice how you deal with it. Check out Dr. Frankl's Man's Search For Meaning. Even in a concentration camp, you still have the power and control of how you choose to view your circumstances.
No one really "chooses" to be depressed; but, one can choose not to fight. And that's similar, to my mind.