Hi. Im 20 years old too and have battled depression for the last couple years--since starting college. Last year they re-diagonosed me with bipolar disorder and thats why the anti-depressants werent working.
When I first became really depressed I didn't want to go to a doctor or a therapist because I figured that they wouldn't know anything about how I was feeling and they wouldn't be able to help me. I didn't tell anyone how I was feeling for months.
I have a really close best friend too and when I finally told her about how I felt, she was really great about it and she provided me with an outlet for many of my feelings. She was eventually able to convince me to go to the psychiatrist, and eventually, a therapist and I'm really glad she did because they have really helped.
Try talking to your friend. I think that she will really be able to help you. Even if she doesn't know anything about depression, she knows you. Being able to talk to someone who already knows everything about you and loves you really helps you feel more accepted and you are then better able to get the help that you need.
I don't know if you go to college or not, but at my school, they offer free therapy and psychiatry to students. If you do go to school then you should check with the Student Health Offices and they may be able to help you out.
If you ever need anyone to talk to then you can e-mail me if you'd like. I'm pretty sure that my e-mail address is on my profile page.
Hang in there. It may seem horrible now, but it is possible to get over this if you put a little effort into it. I hope you start feeling better :)