Hi, and welcome to the forum. Your boyfriend has a wonderful friend in you. I hope he can see that.
MS is an enormously complex disease and every person's disease is different. I would recommend that you read some of the articles we have on MS that talk about the very common things. Here are a couple of links. You will have more questions after you read them, so come back and ask.
The first is an Index of some of the topics
http://www.medhelp.org/health_pages/Multiple-Sclerosis/MS-Information-and-Resources-Index/show/22?cid=36
This next talks about MS and Depression
http://www.medhelp.org/health_pages/Multiple-Sclerosis/Depression-and-MS/show/752?cid=36
This next is an essay from a man in his 30's to his friends and family about things he wants them to know.
http://www.medhelp.org/health_pages/Multiple-Sclerosis/What-I-want-my-family-and--friends-to-know/show/357?cid=36
To answer your main question, yes, MS and depression are closely linked. The disease itself often causes depression and that depression is often severe. Suicide is 7 times higher in people with MS than in the general population. But, the fatigue and discomfort of MS also lend themselves to being depressed, as does having a chronic and very unpredictable disease.
I hope others will join in with suggestions on being supportive. I would recommend that you be prepared to be spontaneous. Plans often need to be altered depending on how he is feeling. Please don't pity him or baby him. Also do not let him mistreat you just because he feels down. I have no idea how open he is to talking about the disease, but the more you know the more you can help him understand.
We invite you to stay and get questions answered, but we also invite him to join and toss things around with us. We have people of all ages, lots of young men, some older, some newly diagnosed and some old-timers. We have a lot to offer.
It's easy to understand why MS makes people angry. Their lives are unpredictable and the live they always wanted to have seems to be taken away from them. We need to use our anger to move ahead and to develop a more positive day-to-day attitude.
Something we have talked about is that often we are really irritable - and we get overly angry or emotional about things that aren't that big a deal. This is pretty characteristic of MS. Here is another short article on that:
http://www.medhelp.org/health_pages/Multiple-Sclerosis/Emotions-and-MS/show/753?cid=36
I hope some of this helps.
Quix, MD