Kubra,
I can understand your frustration with suffering from recurrent episodes of depression over the past 20 years. Depression may be caused by an imbalance of neurotransmitters ("brain chemicals") such as serotonin and norepinephrine. Life difficulties, medical disorders (such as thyroid disease, vitamin deficiency, and AIDS), and medications (such as steroids and some antihypertensive medications) may also trigger or worsen depression.
Fortunately, depression can be successfully treated with a combination of medications (such as Prozac) and psychotherapy. Your physical complaints will be best addressed by your primary care physician. For more information on the possible medical causes of depression, please refer to: Kaplan and Sadock's Synopsis of Psychiatry (8th edition), published by Williams and Wilkins, Baltimore, Maryland, U.S.A.
I didn't have much succes with Prozac or Paxil (which is very similar). There are better drugs, try something different.
I too have been depressed for a long time (11+ years) and it took me a while to find the right med.