Elizabita:

get professional help by a counselor. Your boyfriend tried to scare you into getting help probably because he loves you.

counselling usually starts with a lot of talking.. how you developed your depression, how you feel towards life, etc. talking helps. just talk to someone who knows his job. If you don't want the guy to talk to your parents about your problems, he won't. everything you tell him is between you and him only.

myself, I went through depression on my own. It took me 3 years to overcome a severe depression (seriously considered suicide multiple times per day, didn't go out a lot, got lost in a sea of self-pity and incredible sadness... etc etc). Love cured me .