Ali - lots of doctors don't even know - it's a new thing they brought in last year
So if your GP doesn't know about it, tell him/her!
And I just want to second that thing about medication. St John's Wort can be a great natural remedy but it interacts with a lot of different medications and is not suitable for people with liver problems, so make sure you check with your doctor/pharmacist before you take it. And with other medications - just try and figure out what works for you - remember that most antidepressants can take up to 6 weeks to work, so give them a decent go before discounting them. And you need to take them at least 6 months otherwise the risk of relapse is really high. You can discuss all this with your doctor.
Lastly, as Ali already said - you don't have to ever be ashamed of taking anti-depressants - if you have clinical depression, there is a chemical imbalance in your brain.. you need the drugs to sort out the chemical imbalance.. that's it! It's an illness, you need medication to fix it.