Is depression weakness? Should I be ashamed?

Damnitt! I wrote a long post and it got erased( had to log in)! But long story short:

I think I have a depressive condition called dysthymia or atypical depression. I feel lack of energy, motivation pretty constantly. I also have some sort of social phobia and fear of rejection. I'm 29 and have never had a girlfriend( I consider myself as too inactive, forgetful, clumsy and not eager to socialize, lack of hobbies or weird hobbies... and who would want that). I started to feel like this in my early teens when I went into a new school environment. I lost friends and isolated myself and was very shy. And it's still here, a bit milder in some aspects. I procrastinate things and flunk school( I've been trying out some studies in university but I quit 1/3 or 1/2 way through), consider myself as a failure and am ashamed of my shortcomings. I'm bound for low wage, boring jobs.
I tried cymbalta last year and didn't feel much difference. I have some leftovers and might try it again. I'm a perfectionist and my clumsiness and lack of knowledge in some fields( technology, financial matters...) brings me down.
I'd like to be more social. I know some people from this and that time and place. I lack initiative often because I can't find the occasion and fear awkward situations. I think my friends + aquantances are to different to get along with one another. So I meet different people separately.

Haven't really contemplated suicide and won't do that, life just sux mostly, my basic mood is below average...

I'm too proud.. uhh and ashamed to talk to a psychologist/therapist but I'm contemplating on doing it. I'm getting to old and I think I could do so much better.