People try to pretend to be depressed to get attention. My friend tricked herself into depression by pretending to be depressed for so long. The problem is, that when someone actually has depression and they admit it, people won't believe them.
You should talk to someone about it, maybe your parents, best friend, or counselor. Dreams sometimes reveal things to us that are worrying us, if you are a worrier and depressed you should really consider seeking professional help. We mean well here on WikiAnswers but we are not experts.
You tell someone the truth about what she does. I asked my friend to please stop and if your friend is anything like mine she won't listen so tell someone. If you keep the secret all bottled up she/he may cut too deep and pop an vein.
If you are around a depressed person for too long, it might catch on. just try to cheer your friend up and talk to them about whats making them depressed. try to help them & make sure they know you will always be there for them.