I also will suggest you to talk to your psychiatry, I found out that I also have been depressed all my life and unknowingly treated with alcohol for forty years until it finally did not work anymore, when I quit drinking my depression got even worst.
At first the doctor suspected that I was bi polar since I had periods in which I was really exited and happy about life and then I had periods in which I could not move from my bed for weeks.
He took me a series of test answering a bunch of questions and decided that it was a mayor depression instead of bi polar.
This was confirmed by the reaction to the medications which, like louise65 mention are different. Meds for mayor depression cause manic attacks in bi polar people which I did not have.
Anyway how it was put to me is that it is the same animal with some variations, both can be treated successfully in most cases.
Also do not get discourage if the first couple of meds do not work, some people are lucky and get better with the first one they try but are also people like me that I have been trying for the last three years and they still do not find the right combination, but do not get scare either, I may not be 100% right but I do feel better.
Good luck.
talk to your doc or psych you are entitled to know what their diagnoses is, shouldnt be a problem finding out. also the type of meds can be different for say manic depression so that could give you some idea.its a tough illness to with, whatever name the docs give it, if you need to talk, post here, ive had some great help, take care, louise