Buddhism on depression?

I've seen some posts (questions _and_ answers) talking about how feeling bad... is bad. Basically that you shouldn't feel bad because of... whatever reason. It varies. My question is... how does that affect Buddhist teens? You know, the ones controlled by their emotions. Or the ones that are depressed. Will it not act like a Circle of Depresseion, where the person becomes more depressed by thinking that they are a bad Buddhist by being depressed? Like, you feel sad > you're not supposed to feel sad. You're supposed to be above that > you feel sadder because you are sad and you're not supposed to. How does newly converted buddhists face that? How does _any_ buddhist face that? Note that this question talks about laymen, and not munks.