What kind of relationship do you have with your primary care physician and your doctor? Pick the one who you 'groove with' better.
Oh boy, big sigh, here I go...I've never publicly admitted this on this site. I had major PPD with my second child and telling my ob and my pcp were the best decisions I ever made. I was very worried about the stigma associated with "being crazy" and I was worried that it would change how they viewed me as a patient because I plan on being their patient for a very long time.
If anything, it only made our patient-physician relationship stronger. My ob got the ball rolling and had me admitted to the hospital (borderline psychosis) and my pcp actually visited with me when I was there. Because I feel my pcp is more 'personable', I completely unloaded everything in my brain with him (that and I know he is married with children and very sensitive to how it is being a new mom, I knew he would understand). It felt freeing, like a weight had been lifted off of me. I got on the right course of medicine and counseling and have never felt better!
My point being - TELL! Tell your doctor because he or she is there to help and he or she will know what to do, where to direct you, and how to guide you back to better emotional health. They deal with depression more often than you'd think and many can be exceptionally compassionate.
Good luck and I hope you find comfort *hugs*