Tread VERY lightly when trying to help people with psychological issues without a firm understanding of psychology. There is a reason a psychologist needs a minimum of a 4 year Bachelor degree and a license. A good psychologist or counselor would have at least a Master's degree in a chosen profession as well. If you want to learn more about psychology good for you, but do not think that it qualifies you to help people with disorders.
As a psychologist (I have my Bachelor degree, not licensed as I'm working on my master's in school counseling) I have to understand how the brain works, and how the mind functions. There are many theories out there and as a psychologist I have to understand about 10 of the 4,000+. Then I had to assign myself to a few of those theories and learn the techniques and skills they use to work with clients. Psychoanalysis is the most widely known, and least effective, created by Freud. I use cognitive therapy and person-centered, but there is also behavioral, gestalt, existential, and many more.
As for the DSM-IV, it can be a good resource at times, but don't think that because you can read symptoms that you can recognize them. The DSM is to be used with assessments and tests that the psychologist would then read and discuss with the client. Also, many psychologists don't use it because it creates a label for the client, which can be incredibly harmful. Being labeled as Depressed is much more difficult to work through than having depressed feelings.
The main thing I have learned throughout my schooling and my experience with clients is that you have to be aware and direct about everything you do when working with someone. Your posture, the way you tilt your head, how you respond, the tone of voice, eye contact, the difference between "alright" and "okay", present or future tense, all impact the way the client responds to you.
If you want to help someone with depression, be a friend to them. Listen to them, talk with them, be supportive. However, understand that reading about psychology does not make you qualified to practice psychology. It's good that you want to learn about it, but be aware of the danger that can occur within the field and working with the mind.