I've been asked about depression and running a lot lately. I want to say that I believe that depression symptoms can be drastically reduced, if not relieved, through endurance sports, like running.
I wanted to put a post on here that I just wrote to someone asking a similar question in a forum on the nike+ website.
As a psychology graduate and a runner, I can definitively tell you that running absolutely helps mood disorders, including depression. The medication that you are probably taking is an SSRI (serotonin reuptake inhibitor). SSRIs increase the levels of serotonin, a neurotransmitter which controls mood, helping depression. Serotonin levels are also raised through exercise, mostly endurance sports. Exercise also increases the neurotransmitter, dopamine, which helps to regulate arousal, so your energy level will most likely be increased. Also, endorphins are released through endurance sports, like running, which is a neurotransmitter which helps your mind deal with pain and is often called the brain's "natural morphine". This gives the sensation that many call "the runner's high", which I am happy to say has FINALLY be clinically proven to exist (although runners knew this for a LONG time).
I am not suggesting that you stop your medication in any way; in fact, the running will actually help the medication to have more serotonin in your brain to circulate around, enhancing its affects. With that in mind, I will tell you this as well: I used to have depression and I have not needed medication for a while, because I learned to control it. I believe that exercise was a big part of being able to do so. Not all cases of depression are "curable", but it is possible and you are on the right track! Keep taking that medication and talk to your doctor if you ever feel that you may be able to reduce the amount you are taking.